Shortcuts
Top of page (Alt+0)
Page content (Alt+9)
Page menu (Alt+8)
Your browser does not support javascript, some WebOpac functionallity will not be available.
.
Default
.
PageMenu
-
Main Menu
-
Simple Search
.
Advanced Search
.
Journal Search
.
Refine Search Results
.
Preferences
.
Search Menu
Simple Search
.
Advanced Search
.
New Items Search
.
Journal Search
.
Refine Search Results
.
Bottom Menu
Help
Italian
.
English
.
German
.
New Item Menu
New Items Search
.
New Items List
.
View Basket
.
Links
SISSA Library
.
ICTP library
.
Italian National web catalog (SBN)
.
Trieste University web catalog
.
Udine University web catalog
.
© LIBERO v6.4.1sp220816
Page content
You are here
:
>
Search Simple
Catalogue Display
Catalogue Display
Previous Title
.
Generalized Hyperbolic Secant Distributions: With Applications to Finance
.
Bookmark this Record
Catalogue Record 29615
.
.
Author info on Wikipedia
.
.
LibraryThing
.
.
Google Books
.
.
Amazon Books
.
Catalogue Information
Catalogue Record 29615
.
Reviews
Catalogue Record 29615
.
British Library
Resolver for RSN-29615
Google Scholar
Resolver for RSN-29615
WorldCat
Resolver for RSN-29615
Catalogo Nazionale SBN
Resolver for RSN-29615
GoogleBooks
Resolver for RSN-29615
ICTP Library
Resolver for RSN-29615
.
Share Link
Jump to link
Catalogue Information
Field name
Details
Dewey Class
519.5
Title
Generalized Hyperbolic Secant Distributions ([Ebook]) : With Applications to Finance / by Matthias J. Fischer.
Author
Fischer, Matthias J.
Other name(s)
SpringerLink (Online service)
Publication
Berlin, Heidelberg : Springer , 2014.
Physical Details
VIII, 72 pages:. 17 illus., 4 illus. in color. : online resource.
Series
SpringerBriefs in Statistics
ISBN
9783642451386
Summary Note
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.:
Contents note
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.
System details note
Online access to this digital book is restricted to subscription institutions and access ia available through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/978-3-642-45138-6
Links to Related Works
Subject References:
Economics
.
Finance
.
Mathematical Statistics
.
Quantitative Finance
.
Statistical Theory and Methods
.
Statistics
.
Statistics for Business/Economics/Mathematical Finance/Insurance
.
Authors:
Fischer, Matthias J.
.
Corporate Authors:
SpringerLink (Online service)
.
Series:
SpringerBriefs in Statistics
.
Classification:
519.5
.
519.5 (DDC 23)
.
.
ISBD Display
Catalogue Record 29615
.
Tag Display
Catalogue Record 29615
.
Related Works
Catalogue Record 29615
.
Marc XML
Catalogue Record 29615
.
Add Title to Basket
Catalogue Record 29615
.
Catalogue Information 29615
Beginning of record
.
Catalogue Information 29615
Top of page
.
Download Title
Catalogue Record 29615
Export
This Record
As
Labelled Format
Bibliographic Format
ISBD Format
MARC Format
MARC Binary Format
MARCXML Format
User-Defined Format:
Title
Author
Series
Publication Details
Subject
To
File
Email
Reviews
This item has not been rated.
Add a Review and/or Rating
29615
1
29615
-
2
29615
-
3
29615
-
4
29615
-
5
29615
-
Quick Search
Search for