Generalized Hyperbolic Secant Distributions, 2014 With Applications to Finance SpringerBriefs in Statistics Series
Auteur : Fischer Matthias J.
The first monograph to discuss generalized hyperbolic secant distributions
Includes a comprehensive theoretical and empirical comparison between all generalized hyperbolic secant families
The chapter on applications to finance also includes other popular distribution models
Includes supplementary material: sn.pub/extras
Date de parution : 01-2014
Ouvrage de 72 p.
15.5x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 52,74 €
Ajouter au panierThèmes de Generalized Hyperbolic Secant Distributions :
Mots-clés :
62E15, 62P20, 91G70, 91B70, 91B84, asymmetry, distributions, financial returns, heavy tails, quantitative finance