Table 1 Volumes values \(J_n\) and corresponding jump times values \(T_n\) considering \(n=3\)
From: Drawdown-based risk indicators for high-frequency financial volumes
\(J_n\) | \(T_n\) |
|---|---|
\(J_0=2\) | \(T_0=0\) |
\(J_1=5\) | \(T_1=3\) |
\(J_2=3\) | \(T_2=10\) |
\(J_3=4\) | \(T_3=50\) |