From: Drawdown-based risk indicators for high-frequency financial volumes
X(t) | ||||||
---|---|---|---|---|---|---|
\((-\infty , 7.7] \times 10^3\) | \((7.7, 12.5] \times 10^3\) | \((12.5, 19.5) \times 10^3\) | \([19.5, 33) \times 10^3\) | \([33, +\infty ) \times 10^3\) | ||
T | (0, 2] | 3204(3538.9) | 5649(5385.8) | 5899(5566.6) | 5056(5027.5) | 2344(2633.2) |
(2, 4] | 580(471.8) | 636(718.0) | 627(742.1) | 729(670.2) | 381(351.0) | |
(\(4, +\infty\)) | 424(197.3) | 119(300.3) | 93(310.3) | 193(280.3) | 406(146.8) |