Cargando…
Generalized Hyperbolic Secant Distributions With Applications to Finance /
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. Surprisi...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2014.
|
| Edición: | 1st ed. 2014. |
| Colección: | SpringerBriefs in Statistics,
|
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-3-642-45138-6 | ||
| 003 | DE-He213 | ||
| 005 | 20220114235240.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 131220s2014 gw | s |||| 0|eng d | ||
| 020 | |a 9783642451386 |9 978-3-642-45138-6 | ||
| 024 | 7 | |a 10.1007/978-3-642-45138-6 |2 doi | |
| 050 | 4 | |a QA276-280 | |
| 072 | 7 | |a PBT |2 bicssc | |
| 072 | 7 | |a MAT029000 |2 bisacsh | |
| 072 | 7 | |a PBT |2 thema | |
| 082 | 0 | 4 | |a 519.5 |2 23 |
| 100 | 1 | |a Fischer, Matthias J. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Generalized Hyperbolic Secant Distributions |h [electronic resource] : |b With Applications to Finance / |c by Matthias J. Fischer. |
| 250 | |a 1st ed. 2014. | ||
| 264 | 1 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer, |c 2014. | |
| 300 | |a VIII, 72 p. 17 illus., 4 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a SpringerBriefs in Statistics, |x 2191-5458 | |
| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Statistics . | |
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 1 | 4 | |a Statistical Theory and Methods. |
| 650 | 2 | 4 | |a Statistics in Business, Management, Economics, Finance, Insurance. |
| 650 | 2 | 4 | |a Mathematics in Business, Economics and Finance. |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783642451393 |
| 776 | 0 | 8 | |i Printed edition: |z 9783642451379 |
| 830 | 0 | |a SpringerBriefs in Statistics, |x 2191-5458 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-642-45138-6 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||