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Author Fischer, Matthias J.,
Title Generalized hyperbolic secant distributions : with applications to finance / Matthais J. Fischer.
Imprint Heidelberg : Springer, [2014]

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Author Fischer, Matthias J.,
Series SpringerBriefs in statistics
SpringerBriefs in statistics.
Subject Finance -- Mathematical models.
Gaussian distribution.
Description 1 online resource (72 pages).
polychrome rdacc
Bibliography Note Includes bibliographical references.
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.
Summary 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 SpringerBrief.
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Note Print version record.
ISBN 9783642451386 (electronic bk.)
3642451381 (electronic bk.)
ISBN/ISSN 10.1007/978-3-642-45138-6
OCLC # 871176279
Additional Format Print version: Generalized Hyperbolic Secant Distributions 9783642451379 (OCoLC)864498392

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