03394nam 22006735 450 991030014210332120250402120446.03-642-45138-110.1007/978-3-642-45138-6(CKB)3710000000078872(EBL)1636654(OCoLC)871176279(SSID)ssj0001090830(PQKBManifestationID)11648234(PQKBTitleCode)TC0001090830(PQKBWorkID)11024785(PQKB)10789611(MiAaPQ)EBC1636654(DE-He213)978-3-642-45138-6(PPN)176117792(EXLCZ)99371000000007887220131220d2014 u| 0engur|n|---|||||txtccrGeneralized Hyperbolic Secant Distributions With Applications to Finance /by Matthias J. Fischer1st ed. 2014.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2014.1 online resource (75 p.)SpringerBriefs in Statistics,2191-5458Description based upon print version of record.3-642-45137-3 Includes bibliographical references at the end of each chapters.Preface -- Hyperbolic Secant Distributions -- The GSH Distribution Family and Skew Versions -- The NEF-GHS or Meixner Distribution Family -- The BHS Distribution Family -- The SHS and SASHS Distribution Family -- Application to Finance -- R-Code: Fitting a BHS Distribution.Among the symmetrical distributions with an infinite domain, the most popular alternative to the normal variant is the logistic distribution as well as the Laplace or the double exponential distribution, which was first introduced in 1774. Occasionally, the Cauchy distribution is also used. Surprisingly, the hyperbolic secant distribution has led a charmed life, although Manoukian and Nadeau had already stated in 1988 that “... the hyperbolic-secant distribution ... has not received sufficient attention in the published literature, and may be useful for students and practitioners.” During the last few years, however, several generalizations of the hyperbolic secant distribution have become popular in the context of financial return data because of its excellent fit. Nearly all of them are summarized within this SpringerBrief.SpringerBriefs in Statistics,2191-5458StatisticsStatisticsSocial sciencesMathematicsStatistical Theory and MethodsStatistics in Business, Management, Economics, Finance, InsuranceMathematics in Business, Economics and FinanceStatistics.Statistics.Social sciencesMathematics.Statistical Theory and Methods.Statistics in Business, Management, Economics, Finance, Insurance.Mathematics in Business, Economics and Finance.332Fischer Matthias Jauthttp://id.loc.gov/vocabulary/relators/aut721213MiAaPQMiAaPQMiAaPQBOOK9910300142103321Generalized hyperbolic secant distributions1409912UNINA