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Table 4 Contingency table to test the dependence between X(t) and T for Tesla

From: Drawdown-based risk indicators for high-frequency financial volumes

  

X(t)

    
  

\((-\infty , 8] \times 10^4\)

\((8, 12] \times 10^4\)

\((12, 17) \times 10^4\)

\([17, 26) \times 10^4\)

\([26, +\infty ) \times 10^4\)

T

(0, 2]

3129(3567.3)

5947(5740.6)

6136(5750.7)

5487(5286.1)

2666(3020.4)

 

(2, 4]

645(456.2)

702(734.1)

580(735.4)

609(676.0)

452(386.3)

 

\((4, +\infty )\)

433(183.5)

121(295.8)

66(295.8)

138(271.9)

444(155.4)

  1. The numbers in brackets are the theoretical values obtained under the independence hypotheses