Return Distribution Analysis on HS300 Stock Index Futures Based on Non-parametric Density Estimation
Gang Fan · Journal of Chengdu Textile College · 2013
By using non-parametric density method,the exploratory research was made on the return distribution of HS300 stock index futures,the new financial derivative,to prove its abnormality in empirical way.Because of studying the data directly instead of trying to know the functional relation of variables,this method caught the distribution features of the return rate more accurately.