Generalized Hyperbolic Secant Distributions : With Applications to Finance / / by Matthias J. Fischer
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| Autore: |
Fischer Matthias J
|
| Titolo: |
Generalized Hyperbolic Secant Distributions : With Applications to Finance / / by Matthias J. Fischer
|
| Pubblicazione: | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2014 |
| Edizione: | 1st ed. 2014. |
| Descrizione fisica: | 1 online resource (75 p.) |
| Disciplina: | 332 |
| Soggetto topico: | Statistics |
| Social sciences - Mathematics | |
| Statistical Theory and Methods | |
| Statistics in Business, Management, Economics, Finance, Insurance | |
| Mathematics in Business, Economics and Finance | |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references at the end of each chapters. |
| Nota di contenuto: | 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. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Generalized hyperbolic secant distributions |
| ISBN: | 3-642-45138-1 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910300142103321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
SpringerBriefs in Statistics, . 2191-5458