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Generalized Hyperbolic Secant Distributions - With Applications to Finance (Paperback, 2014 ed.) Loot Price: R1,699
Discovery Miles 16 990
Generalized Hyperbolic Secant Distributions - With Applications to Finance (Paperback, 2014 ed.): Matthias J. Fischer

Generalized Hyperbolic Secant Distributions - With Applications to Finance (Paperback, 2014 ed.)

Matthias J. Fischer

Series: SpringerBriefs in Statistics

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Loot Price R1,699 Discovery Miles 16 990 | Repayment Terms: R159 pm x 12*

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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.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: SpringerBriefs in Statistics
Release date: 2014
First published: 2014
Authors: Matthias J. Fischer
Dimensions: 235 x 155 x 4mm (L x W x T)
Format: Paperback
Pages: 72
Edition: 2014 ed.
ISBN-13: 978-3-642-45137-9
Categories: Books > Business & Economics > Finance & accounting > General
Books > Science & Mathematics > Mathematics > Probability & statistics
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LSN: 3-642-45137-3
Barcode: 9783642451379

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