Empirical Evidence for the LogReturn Independent Normal Hypothesis

This code uses the evidence from a stock in China's A-share market to show why we often assume the logarithmic return is independent normal. Some basic knowledge in time series like Auto-correlation Function (ACF) is needed to read this code.

Only Chinese version available for now. If you're interested, don't hesitate to contact me.

对数收益率独立正态假设的实证证据

这段代码使用A股市场上一只股票的实证证据，展示了为什么我们通常在金融市场上假设对数收益率是独立正态分布。需要自相关函数（ACF）等基础的时间序列知识。