Generalized Hyperbolic Secant Distributions With Applications to Finance /

• Main Author: Fischer, Matthias J. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
• Series: SpringerBriefs in Statistics,
• Subjects: 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...

Table of Contents:

• 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.