Generalized Hyperbolic Secant Distributions

With Applications to Finance

Business & Finance, Economics, Statistics, Nonfiction, Science & Nature, Mathematics
Cover of the book Generalized Hyperbolic Secant Distributions by Matthias J. Fischer, Springer Berlin Heidelberg
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Matthias J. Fischer ISBN: 9783642451386
Publisher: Springer Berlin Heidelberg Publication: December 20, 2013
Imprint: Springer Language: English
Author: Matthias J. Fischer
ISBN: 9783642451386
Publisher: Springer Berlin Heidelberg
Publication: December 20, 2013
Imprint: Springer
Language: English

​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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

​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.

More books from Springer Berlin Heidelberg

Cover of the book Perioperative Management of Pacemaker Patients by Matthias J. Fischer
Cover of the book Impact of Molecular Biology and New Technical Developments in Diagnostic Imaging by Matthias J. Fischer
Cover of the book Cortical Projections of the Medial Geniculate Body in the Cat by Matthias J. Fischer
Cover of the book Dieter Senghaas by Matthias J. Fischer
Cover of the book Quality Living Through Chemurgy and Green Chemistry by Matthias J. Fischer
Cover of the book Leadership or Chaos by Matthias J. Fischer
Cover of the book Computer by Matthias J. Fischer
Cover of the book Advances in One-Dimensional Wave Mechanics by Matthias J. Fischer
Cover of the book Mouse Development by Matthias J. Fischer
Cover of the book Biokraftstoffe und Biokraftstoffprojekte by Matthias J. Fischer
Cover of the book Pathology of the Nucleus by Matthias J. Fischer
Cover of the book Organ-Selective Actions of Steroid Hormones by Matthias J. Fischer
Cover of the book Cutaneous Manifestations of Child Abuse and Their Differential Diagnosis by Matthias J. Fischer
Cover of the book Springer Handbook of Metrology and Testing by Matthias J. Fischer
Cover of the book Natural Products in the Chemical Industry by Matthias J. Fischer
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy