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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Fischer, Matthias J. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
Edición:1st ed. 2014.
Colección:SpringerBriefs in Statistics,
Temas:
Statistics .
Social sciences-Mathematics.
Statistical Theory and Methods.
Statistics in Business, Management, Economics, Finance, Insurance.
Mathematics in Business, Economics and Finance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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