000 02808nam a22004815i 4500
001 978-3-642-45138-6
003 DE-He213
005 20140220082522.0
007 cr nn 008mamaa
008 131220s2014 gw | s |||| 0|eng d
020 _a9783642451386
_9978-3-642-45138-6
024 7 _a10.1007/978-3-642-45138-6
_2doi
050 4 _aQA276-280
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.5
_223
100 1 _aFischer, Matthias J.
_eauthor.
245 1 0 _aGeneralized Hyperbolic Secant Distributions
_h[electronic resource] :
_bWith Applications to Finance /
_cby Matthias J. Fischer.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2014.
300 _aVIII, 72 p. 17 illus., 4 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringerBriefs in Statistics,
_x2191-544X
505 0 _aPreface -- 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.
520 _aAmong 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 SpringerBrief.
650 0 _aStatistics.
650 0 _aFinance.
650 0 _aMathematical statistics.
650 0 _aEconomics
_xStatistics.
650 1 4 _aStatistics.
650 2 4 _aStatistical Theory and Methods.
650 2 4 _aStatistics for Business/Economics/Mathematical Finance/Insurance.
650 2 4 _aQuantitative Finance.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642451379
830 0 _aSpringerBriefs in Statistics,
_x2191-544X
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-45138-6
912 _aZDB-2-SMA
999 _c93523
_d93523