Research Article
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 |
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