Generalized Hyperbolic Secant Distributions With Applications to Finance /

• Κύριος συγγραφέας: Fischer, Matthias J. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
• Σειρά: SpringerBriefs in Statistics,
• Θέματα: Statistics.; Economics, Mathematical.; Statistical Theory and Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative 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...

Πίνακας περιεχομένων:

• 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.