From: Drawdown-based risk indicators for high-frequency financial volumes
X(t) | ||||||
---|---|---|---|---|---|---|
T | \((-\infty , 9] \times 10^4\) | \((9, 12.5] \times 10^4\) | \((12.5, 17) \times 10^4\) | \([17, 25) \times 10^4\) | \([25, +\infty ) \times 10^4\) | |
(0, 2] | 3015(3405.8) | 5572(5345.1) | 5792(5429.1) | 5085(4983.9) | 2439(2739.1) | |
(2, 4] | 593(477.4) | 717(749.2) | 627(761.0) | 729(698.6) | 404(383.9) | |
(\(4, +\infty\)) | 484(208.8) | 133(327.7) | 104(332.7) | 174(305.6) | 448(168.0) |