Willkommen, schön sind Sie da!
Logo Ex Libris

Generalized Hyperbolic Secant Distributions

  • E-Book (pdf)
  • 72 Seiten
(0) Erste Bewertung abgeben
Bewertungen
(0)
(0)
(0)
(0)
(0)
Alle Bewertungen ansehen
Among the symmetrical distributions with an infinite domain, the most popular alternative to the normal variant is the logistic ... Weiterlesen
CHF 65.90
Download steht sofort bereit
Informationen zu E-Books
E-Books eignen sich auch für mobile Geräte (sehen Sie dazu die Anleitungen).
E-Books von Ex Libris sind mit Adobe DRM kopiergeschützt: Erfahren Sie mehr.
Weitere Informationen finden Sie hier.
Bestellung & Lieferung in eine Filiale möglich

Beschreibung

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 Springer Brief.



Autorentext
Matthias Fischer studied Mathematics at the University of Erlangen-Nürnberg. His dissertation focused on infinitely divisible distribution and its application to option pricing and was followed by a postdoctoral thesis on copula-based, time-varying patchwork distributions with applications to financial data. He has also published a number of papers and monographs, in particular on generalized hyperbolic secant distributions.

Inhalt
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.

Produktinformationen

Titel: Generalized Hyperbolic Secant Distributions
Untertitel: With Applications to Finance
Autor:
EAN: 9783642451386
ISBN: 978-3-642-45138-6
Format: E-Book (pdf)
Hersteller: Springer Berlin Heidelberg
Herausgeber: Springer
Genre: Grundlagen
Veröffentlichung: 20.12.2013
Digitaler Kopierschutz: Wasserzeichen
Dateigrösse: 2.14 MB
Anzahl Seiten: 72
Jahr: 2013

Weitere Bände aus der Buchreihe "SpringerBriefs in Statistics"