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) |