Generalized Hyperbolic Secant Distributions With Applications to Finance
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. Surprisi...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
2014, 2014
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| Edition: | 1st ed. 2014 |
| Series: | SpringerBriefs in Statistics
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| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of 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