Generalized Hyperbolic Secant Distributions

With Applications to Finance de

Éditeur :

Springer


Collection :

SpringerBriefs in Statistics

Paru le : 2013-12-20

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Description
?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.
Pages
72 pages
Collection
SpringerBriefs in Statistics
Parution
2013-12-20
Marque
Springer
EAN papier
9783642451379
EAN EPUB
9783642451386

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
7
Taille du fichier
1567 Ko
Prix
52,74 €