Dynamic Hedging Based on Fractional Order Stochastic Model with Memory Effect

Table 3

Statistics summary for HS300 index fund and futures.

Asset	Mean	Std. dev	Skewness	Kurtosis	Jarque-Bera	Hurst index
CSI300 index fund		0.002988		16.20809	1312.568	0.6596
CSI300 index futures		0.006758		6.986605	124.4597	0.6743