Generalized Hyperbolic Secant Distributions : With Applications to Finance
2014 ed.
Book Details
Format
Paperback / softback
Book Series
SpringerBriefs in Statistics
ISBN-10
3642451373
ISBN-13
9783642451379
Edition
2014 ed.
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Country of Manufacture
DE
Country of Publication
GB
Publication Date
Jan 15th, 2014
Print length
72 Pages
KSh 8,100.00
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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.
?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.
Get Generalized Hyperbolic Secant Distributions by Matthias J. Fischer at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG and it has 72 pages.
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