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Kniha Generalized Hyperbolic Secant Distributions Matthias J. Fischer

Generalized Hyperbolic Secant Distributions

With Applications to Finance

Autor: Matthias J. Fischer
Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Dostupnost: Skladem u dodavatele
Odesíláme za 5-8 dnů
1 147 Kč
Among the symmetrical distributions with an infinite domain, the most popular alternative to the nor...

Informace o knize

Autor
Matthias J. Fischer
Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2014
Stránek
72
EAN
9783642451379
ISBN
3642451373
Enbook ID
02224662
Vydavatel
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Hmotnost
1358
Rozměry
155 x 235 x 6

Kompletní popis

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.

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