| 書目名稱 | Generalized Hyperbolic Secant Distributions | | 副標(biāo)題 | With Applications to | | 編輯 | Matthias J. Fischer | | 視頻video | http://file.papertrans.cn/383/382213/382213.mp4 | | 概述 | The first monograph to discuss generalized hyperbolic secant distributions.Includes a comprehensive theoretical and empirical comparison between all generalized hyperbolic secant families.The chapter | | 叢書名稱 | SpringerBriefs in Statistics | | 圖書封面 |  | | 描述 | ?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. | | 出版日期 | Book 2014 | | 關(guān)鍵詞 | 62E15, 62P20, 91G70, 91B70, 91B84; asymmetry; distributions; financial returns; heavy tails; quantitative | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-45138-6 | | isbn_softcover | 978-3-642-45137-9 | | isbn_ebook | 978-3-642-45138-6Series ISSN 2191-544X Series E-ISSN 2191-5458 | | issn_series | 2191-544X | | copyright | The Author(s) 2014 |
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