Verwandte Artikel zu Generalized Hyperbolic Secant Distributions: With Applicatio...

Generalized Hyperbolic Secant Distributions: With Applications to Finance (SpringerBriefs in Statistics) - Softcover

 
9783642451379: Generalized Hyperbolic Secant Distributions: With Applications to Finance (SpringerBriefs in Statistics)

Inhaltsangabe

​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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor

Matthias Fischer studied Mathematics at the University of Erlangen-Nürnberg. His dissertation focused on infinitely divisible distribution and its application to option pricing and was followed by a postdoctoral thesis on copula-based, time-varying patchwork distributions with applications to financial data. He has also published a number of papers and monographs, in particular on generalized hyperbolic secant distributions.

Von der hinteren Coverseite

?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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Gratis für den Versand innerhalb von/der Deutschland

Versandziele, Kosten & Dauer

Weitere beliebte Ausgaben desselben Titels

9783642451393: Generalized Hyperbolic Secant Distributions: With Applications to Finance

Vorgestellte Ausgabe

ISBN 10:  364245139X ISBN 13:  9783642451393
Verlag: Springer, 2013
Softcover

Suchergebnisse für Generalized Hyperbolic Secant Distributions: With Applicatio...

Foto des Verkäufers

Matthias J. Fischer
ISBN 10: 3642451373 ISBN 13: 9783642451379
Neu Taschenbuch

Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland

Verkäuferbewertung 5 von 5 Sternen 5 Sterne, Erfahren Sie mehr über Verkäufer-Bewertungen

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Artikel-Nr. 9783642451379

Verkäufer kontaktieren

Neu kaufen

EUR 53,49
Währung umrechnen
Versand: Gratis
Innerhalb Deutschlands
Versandziele, Kosten & Dauer

Anzahl: 1 verfügbar

In den Warenkorb

Foto des Verkäufers

Matthias J. Fischer
ISBN 10: 3642451373 ISBN 13: 9783642451379
Neu Taschenbuch

Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland

Verkäuferbewertung 5 von 5 Sternen 5 Sterne, Erfahren Sie mehr über Verkäufer-Bewertungen

Taschenbuch. Zustand: Neu. Neuware -¿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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 80 pp. Englisch. Artikel-Nr. 9783642451379

Verkäufer kontaktieren

Neu kaufen

EUR 53,49
Währung umrechnen
Versand: Gratis
Innerhalb Deutschlands
Versandziele, Kosten & Dauer

Anzahl: 2 verfügbar

In den Warenkorb

Beispielbild für diese ISBN

Fischer, Matthias J.
Verlag: Springer, 2014
ISBN 10: 3642451373 ISBN 13: 9783642451379
Neu Softcover

Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich

Verkäuferbewertung 5 von 5 Sternen 5 Sterne, Erfahren Sie mehr über Verkäufer-Bewertungen

Zustand: New. In. Artikel-Nr. ria9783642451379_new

Verkäufer kontaktieren

Neu kaufen

EUR 56,53
Währung umrechnen
Versand: EUR 5,71
Von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & Dauer

Anzahl: Mehr als 20 verfügbar

In den Warenkorb

Beispielbild für diese ISBN

Fischer, Matthias J. (Author)
Verlag: Springer, 2014
ISBN 10: 3642451373 ISBN 13: 9783642451379
Neu Paperback

Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich

Verkäuferbewertung 5 von 5 Sternen 5 Sterne, Erfahren Sie mehr über Verkäufer-Bewertungen

Paperback. Zustand: Brand New. 2014 edition. 72 pages. 8.75x6.25x0.25 inches. In Stock. Artikel-Nr. x-3642451373

Verkäufer kontaktieren

Neu kaufen

EUR 73,91
Währung umrechnen
Versand: EUR 11,46
Von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & Dauer

Anzahl: 2 verfügbar

In den Warenkorb