Verfügbarkeit: Generalized hyperbolic secant distributions

Generalized hyperbolic secant distributions: with applications to finance

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Bibliographische Detailangaben
Beteilige Person:	Fischer, Matthias 1971- (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	Englisch
Veröffentlicht:	Berlin [u.a.] Springer 2014
Schriftenreihe:	SpringerBriefs in statistics
Schlagwörter:	Hyperbolische Verteilung
Links:	https://doi.org/10.1007/978-3-642-45138-6 https://doi.org/10.1007/978-3-642-45138-6 https://doi.org/10.1007/978-3-642-45138-6 https://doi.org/10.1007/978-3-642-45138-6 https://doi.org/10.1007/978-3-642-45138-6 https://doi.org/10.1007/978-3-642-45138-6 https://doi.org/10.1007/978-3-642-45138-6 https://doi.org/10.1007/978-3-642-45138-6 https://doi.org/10.1007/978-3-642-45138-6 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027085857&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027085857&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	1 Online-Ressource
ISBN:	9783642451379 9783642451386
DOI:	10.1007/978-3-642-45138-6

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Datensatz im Suchindex

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adam_text	GENERALIZED HYPERBOLIC SECANT DISTRIBUTIONS / FISCHER, MATTHIAS J. : 2014 TABLE OF CONTENTS / INHALTSVERZEICHNIS 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 DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT. GENERALIZED HYPERBOLIC SECANT DISTRIBUTIONS / FISCHER, MATTHIAS J. : 2014 ABSTRACT / INHALTSTEXT 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 DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
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isbn	9783642451379 9783642451386
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spellingShingle	Fischer, Matthias 1971- Generalized hyperbolic secant distributions with applications to finance Hyperbolische Verteilung (DE-588)4634750-1 gnd
subject_GND	(DE-588)4634750-1
title	Generalized hyperbolic secant distributions with applications to finance
title_auth	Generalized hyperbolic secant distributions with applications to finance
title_exact_search	Generalized hyperbolic secant distributions with applications to finance
title_full	Generalized hyperbolic secant distributions with applications to finance Matthias J. Fischer
title_fullStr	Generalized hyperbolic secant distributions with applications to finance Matthias J. Fischer
title_full_unstemmed	Generalized hyperbolic secant distributions with applications to finance Matthias J. Fischer
title_short	Generalized hyperbolic secant distributions
title_sort	generalized hyperbolic secant distributions with applications to finance
title_sub	with applications to finance
topic	Hyperbolische Verteilung (DE-588)4634750-1 gnd
topic_facet	Hyperbolische Verteilung
url	https://doi.org/10.1007/978-3-642-45138-6 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027085857&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027085857&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT fischermatthias generalizedhyperbolicsecantdistributionswithapplicationstofinance

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