Embed Size (px)
Citation preview
●
●●●●●●●●●●●●
●
●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 20.06, ζ = 2.44, Filter 1 = 3.71, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x x xxx xx
HD , 2009−01−02
●●
●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 9.83, ζ = 2.86, Filter 1 = 3.64, # Vol.Jumps = 20Time
ζ i−1 (
x 10
0)
x x x x x xxxxxxxxxxxx
xx x
HD , 2009−01−05
●
●●
●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●
●●●●●●●●
●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 15.67, ζ = 2.99, Filter 1 = 4.19, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x x x x xx xxxxx
HD , 2009−01−06
●
●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 11.95, ζ = 2.77, Filter 1 = 4.02, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x xxx
HD , 2009−01−07
●
●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 13.46, ζ = 2.86, Filter 1 = 3.72, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x x x xxx x xxxxx
HD , 2009−01−08
●
●●●●●●●●
●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 14.92, ζ = 2.69, Filter 1 = 3.63, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xxxx x xxxxx x
HD , 2009−01−09
●●
●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 8.88, ζ = 2.91, Filter 1 = 3.49, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
xxxx x x x xxxxxxxxxxx x
HD , 2009−01−12
●
●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 13.62, ζ = 3.36, Filter 1 = 4.19, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x x xxxx xx x xxxx
HD , 2009−01−13
●
●●●●●●
●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●
●●●
●●●●●●●●●●●●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 10.76, ζ = 3.08, Filter 1 = 4.7, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x x x x xxxxx
HD , 2009−01−14
●●
●●●●
●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 8.34, ζ = 3.47, Filter 1 = 5.44, # Vol.Jumps = 2Time
ζ i−1 (
x 10
0)
x x
HD , 2009−01−15
●●●
●●●●
●●●●●
●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●
●●●●
●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 6.99, ζ = 3.61, Filter 1 = 4.44, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xx x x x x x x x x xx xxx
HD , 2009−01−16
●
●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 13.04, ζ = 3.58, Filter 1 = 4.32, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xx xx x xx x xxxxxx
HD , 2009−01−20
●
●●
●●●●●●●●●●●
●●●●●●●●●●●●
●●
●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 16.59, ζ = 3.42, Filter 1 = 4.77, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxxxx xx x xx xx x
HD , 2009−01−21
●
●
●
●●●●●●●●●●●●●●●●
●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●
●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 17.46, ζ = 3.87, Filter 1 = 5.09, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx x xxxx
HD , 2009−01−22
●●●●●
●●●●●●●
●●●●●●
●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 10.38, ζ = 3.89, Filter 1 = 4.7, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x x x x xxx
HD , 2009−01−23
●
●●●
●●●●
●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 11.87, ζ = 3.63, Filter 1 = 4.68, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx x xx xx xx x
HD , 2009−01−26
●●●
●●●●●●●●●●
●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 8.23, ζ = 3.14, Filter 1 = 4.65, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x x xx xx
x
HD , 2009−01−27
●
●●
●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●
●
●●●
●●●●●●●●
●
●
●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 9.46, ζ = 2.9, Filter 1 = 3.83, # Vol.Jumps = 25Time
ζ i−1 (
x 10
0)
x xxxxxx xx
xxxxxxxxxx
xxx x xx
HD , 2009−01−28
●
●
●
●●●
●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●
●●●●●●●●
●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 12.04, ζ = 2.76, Filter 1 = 3.87, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxxx x x x x x xxxx
HD , 2009−01−29
●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 9.29, ζ = 2.96, Filter 1 = 4.07, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx x x x xxxx
HD , 2009−01−30
●
●●●●
●●
●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 10.24, ζ = 2.96, Filter 1 = 3.68, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x xxx x x x xxx x x
xx
HD , 2009−02−02
●●●
●●
●●
●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 9.48, ζ = 2.62, Filter 1 = 3.74, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x xxxxxx
xx
HD , 2009−02−03
●
●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●
●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 11.53, ζ = 2.64, Filter 1 = 4.18, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx x x xxx
HD , 2009−02−04
●
●●●
●●●●
●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 13.63, ζ = 2.88, Filter 1 = 4.42, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x x xx
HD , 2009−02−05
●●
●●●●
●●
●●●●●●●
●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 11.16, ζ = 3.12, Filter 1 = 4.15, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x x x x xx
HD , 2009−02−06
●
●
●●●●
●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 17.45, ζ = 2.65, Filter 1 = 3.33, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xxxx x xxx xx
HD , 2009−02−09
●●●●
●●●
●●●●●●●●●●●
●●●
●●●●●●●●●●●
●●●●●●●●●●●
●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 7.6, ζ = 3.74, Filter 1 = 5.8, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x xxx xxx
HD , 2009−02−10
●●●
●●●●●●
●●●
●●●●●●●●●●●●●●
●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●
●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 10.22, ζ = 2.91, Filter 1 = 4.44, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x x xx x x x
HD , 2009−02−11
●
●●●●●●
●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 12.81, ζ = 3.44, Filter 1 = 4.35, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
xxx x x xxxxxxxxx x x
HD , 2009−02−12
●
●
●●●●●●●●●
●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 17.39, ζ = 3.13, Filter 1 = 4.16, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xxx x xxx
HD , 2009−02−13
●
●
●●●
●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 20.19, ζ = 3.49, Filter 1 = 4.73, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxxx x xxxx xxx x
HD , 2009−02−17
●
●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 17.13, ζ = 3.68, Filter 1 = 4.37, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x x x xx x xxx xx
HD , 2009−02−18
●
●●
●●●●●●●●●●●●●●●●●
●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 16.21, ζ = 3.09, Filter 1 = 4.47, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx xxxx x
HD , 2009−02−19
●
●
●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●
●●●●●●●●●●●●●●
●●●
●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 14.44, ζ = 4.06, Filter 1 = 5.53, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
x x x xxxxxxxx xxx x xxx
HD , 2009−02−20
●
●●
●●●●●●●●●●●●●
●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●
●●●●●●●●
●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 7.76, ζ = 4.25, Filter 1 = 5.73, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x x x x x xx
x x
HD , 2009−02−23
●
●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●
●●●●●●●●●●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 15.06, ζ = 4.42, Filter 1 = 5.54, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxxx x x xx x x xx
HD , 2009−02−24
●
●●
●●●●
●●●●●●●
●●●●●●
●●●●●●●●●●●●●
●
●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●
●●●●●●●●●●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 19.45, ζ = 3.57, Filter 1 = 5.79, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
xx
x
HD , 2009−02−25
●
●●●●●●●
●●●●●●●●
●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●
●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 15.78, ζ = 3.24, Filter 1 = 4.56, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x x x xx xx
HD , 2009−02−26
●
●
●●
●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●
●●●●●●●●●●●●●●●●●
●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 13.47, ζ = 3.64, Filter 1 = 4.43, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
xx xx x x x x xxxxxxx
x x x
HD , 2009−02−27
●
●●●●
●●
●●
●●
●●●●●●
●●●●●●●●●●●●●●●●●●●●●●
●●●●●●
●●●
●
●●
●
●
●●●
●●
●
●
●●●●●●●●●●●●●
●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 18.09, ζ = 3.92, Filter 1 = 5.57, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x x
xxx
xxxx
x
x
x xx
HD , 2009−03−02
●
●●●●●
●●●●●●●●●●●●
●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●
●●●
●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 19.65, ζ = 4.18, Filter 1 = 5.33, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx xx x xx x
HD , 2009−03−03
●
●●●●●●
●●●
●●●●●●●●●●●●●
●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●
●
●●
●●●●●●●●●●●●●●●●●
●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 9.92, ζ = 3.33, Filter 1 = 5.02, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xxxx xx x x x
HD , 2009−03−04
●
●●
●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●
●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 18.43, ζ = 3.65, Filter 1 = 4.8, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x x x xxxx xx
HD , 2009−03−05
●
●
●
●●●●
●●●●●●●●
●●●●
●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●
●●●●●●●●●●●●●●●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 11.15, ζ = 3.7, Filter 1 = 5.25, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxx x xx x xxxxx
x
HD , 2009−03−06
●
●●●●●
●●●●●●●●●●
●●
●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●
●●●
●●●●●●●●●●●●●●●●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 12.47, ζ = 4.34, Filter 1 = 5.82, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x xxxxxx x x xx
HD , 2009−03−09
●●
●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 12.4, ζ = 3.59, Filter 1 = 4.48, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x x x xx xx xx
HD , 2009−03−10
●
●●●●●
●●●●●●●●●●●
●●●●●
●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 13.37, ζ = 3.14, Filter 1 = 4.08, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x x x xxxx x x
HD , 2009−03−11
●
●●●
●●●●●●●●
●●●●
●●●●●●
●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 15.01, ζ = 3.23, Filter 1 = 4.47, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x x x xxxxx x
HD , 2009−03−12
●
●●
●●●
●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 12.2, ζ = 3, Filter 1 = 3.6, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
xx x xx x xxxxxx
x x x x
HD , 2009−03−13
●●
●●
●●●●●●●●
●
●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 14.02, ζ = 3.4, Filter 1 = 4.06, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx xx x x x xx x
x
HD , 2009−03−16
●
●
●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 13.45, ζ = 3.31, Filter 1 = 4.36, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx xxxxx xxx
HD , 2009−03−17
●●●
●●●●●●●●●
●●●●●●●●●●●●●●●●
●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●
●
●●●●●●
●
●●●●●
●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 7.27, ζ = 3.46, Filter 1 = 5.5, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
xxxxxxx
x x
HD , 2009−03−18
●
●
●●●●●
●●
●●●
●
●
●
●●●
●●●
●
●●●●●●●●●●●●●●●●●
●●●●●●●●●
●●●●●●●●●●●●●●●●●●●
●
●
●
●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 17.15, ζ = 3.62, Filter 1 = 5.54, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xxxx xxxxxx
x
x xx
x
x
x
HD , 2009−03−19
●
●●●●●
●●
●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●
●●●●●●●●
●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 14.37, ζ = 2.88, Filter 1 = 4.04, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x x x x x xx xx
HD , 2009−03−20
●
●
●●●●
●
●●●●●●●●●●●●
●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●
●●●●●●●
●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 14.72, ζ = 2.78, Filter 1 = 4, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x xx x x xxx x xxxxxx
HD , 2009−03−23
●
●●●●●●●
●●●●●
●●●●●●●●●●
●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 12, ζ = 3.08, Filter 1 = 4.44, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xxx xxxx xx x xx
xx
HD , 2009−03−24
●●
●●
●●●
●●
●●●●●●●●●●●●●●●
●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●●●●●●
●●●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 11.1, ζ = 3.75, Filter 1 = 5.39, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xxxxx x x x
HD , 2009−03−25
●●●●●●●●
●●●●
●●●●●●●●●
●●
●
●●●●●●●●
●●●●●●●●●●●●●●●●●●
●●●●●
●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 7.97, ζ = 3.65, Filter 1 = 5.34, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x xxx
HD , 2009−03−26
●●
●●●●●
●●●
●●●●●●●●●●●●●
●●●●●●●●●●
●●●●●●●●
●●
●●●●●●●
●●
●●●●●●●
●●
●●●●●●●●●●●
●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 12.44, ζ = 3.66, Filter 1 = 5.05, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx x x x x x x x
HD , 2009−03−27
●
●
●
●●●●
●●●●●●●●●●
●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●
●●●
●●●●●
●●●●●●●●●●●●●
●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 24.51, ζ = 3.06, Filter 1 = 4.28, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xxx x xx x x x x x xx x
HD , 2009−03−30
●
●●
●●●●●●●●●●●●●●●●●●
●●●●●●●●●●●●●●●●●●●●●●●●●●
●●●●●
●●●●●
●●●●●●●●●●●●●●●●
●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 14.13, ζ = 3.1, Filter 1 = 5.05, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x x
xx
x x x
HD , 2009−03−31
●
●
●
●●
●
●●
●
●●
●
●
●●
●
●
●●
●●
●
●
●●
●●●
●●
●●
●●
●●●
●●
●●●●
●
●●●●
●●
●●
●
●
●●
●●
●●●●
●
●●●
●
●●
●
●
●●●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 13.54, ζ = 3.25, Filter 1 = 4.66, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx
x
xxx
xx
x x x
HD , 2009−04−01
●●
●
●●
●
●●
●
●
●●
●●
●
●
●
●
●●
●●●●
●●●●●●
●●●
●
●
●●
●●
●
●●●
●
●
●
●
●●●
●●
●
●●●
●
●
●
●
●
●
●●●
●●
●
●●
●
●
●
●●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.73, ζ = 3.27, Filter 1 = 4.28, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xxx x
xx x
x
x
HD , 2009−04−02
●
●●
●
●●
●●
●
●●●●
●
●●●
●●
●●●●
●●
●●
●●
●
●
●
●
●●
●
●●
●
●●●●●●
●●●
●●
●●
●●
●●●
●
●
●
●●●●
●
●●
●
●●●
●
●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 11.62, ζ = 2.84, Filter 1 = 3.73, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x xx x xxx
HD , 2009−04−03
●
●
●
●●
●
●
●●
●
●
●
●
●●●
●
●
●
●
●●●●
●
●●
●●
●
●●
●
●●
●●
●
●
●●
●●
●
●●
●●
●●●●●
●
●●●
●●
●
●●●
●
●
●●●●
●●●
●●
●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 11.63, ζ = 2.94, Filter 1 = 3.74, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xx
x
xxx
x
x
xx x x xx
HD , 2009−04−06
●
●
●●●●
●●●●
●
●●●●
●●
●
●
●
●●
●
●
●●●
●●●
●
●●
●●
●●
●
●
●●
●●
●
●●●
●●●
●
●
●●
●●●
●●●
●
●●
●●●
●●
●●●●
●●
●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.8, ζ = 2.5, Filter 1 = 3.32, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxx
x xx
x
xxx
x
x
HD , 2009−04−07
●
●
●●
●●
●
●●
●
●●●●●
●●●●
●●
●
●●●●●●
●●●●●
●●●●
●●
●
●●
●
●●
●
●●
●●
●●
●
●●
●●●
●
●●●
●
●
●
●
●
●●●
●●
●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.93, ζ = 2.57, Filter 1 = 3.64, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x xx
x
HD , 2009−04−08
●
●●
●
●
●●
●●
●
●
●
●●●●●
●●●
●●●●
●●
●
●●
●
●
●●●
●
●●●●●
●●●●
●
●●
●●●●
●●
●●●
●●
●
●●
●
●
●●●
●●
●●
●●●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 16.1, ζ = 2.53, Filter 1 = 3.42, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx x x
x x
x
x xx
HD , 2009−04−09
●
●
●●
●●
●●
●●●●●
●
●
●●●●●●
●●●●●●●●●
●●
●●●●●
●●●●●●
●
●●
●
●●●●
●●
●●●
●●●●
●
●
●●
●●
●
●●●●●●
●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.36, ζ = 2.17, Filter 1 = 2.84, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x x x xx xxxx
HD , 2009−04−13
●
●
●
●●●
●
●
●
●
●●●●
●●●●
●
●●
●●●●
●●●●
●●●●●
●●
●●●●
●●
●●
●●●
●
●●
●●●●
●●●
●●
●
●●
●●
●●●●●●●
●●
●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 11.34, ζ = 2.31, Filter 1 = 2.89, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x x x x xxx
xxx x
HD , 2009−04−14
●
●
●
●
●●
●
●
●
●●
●●
●●●
●
●●
●
●●
●●
●●●
●●●
●
●●●
●●
●●●
●●
●
●
●●
●●
●●●
●●
●●
●●
●●
●●●●
●●●
●●
●
●●
●●●
●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.14, ζ = 2.56, Filter 1 = 3.33, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx
xx x x xx
x
x x
HD , 2009−04−15
●
●
●●●
●
●●
●●
●●●●
●
●
●●
●
●
●●●
●●
●●●
●●
●●●●●
●●
●●
●●
●●
●●
●●
●
●●●
●
●●●
●●
●●●
●●●●
●●
●
●
●●
●●
●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.97, ζ = 2.57, Filter 1 = 3.43, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xxx x xx x xx x x xxx
HD , 2009−04−16
●
●●●●
●●
●
●
●●
●●●●
●
●
●●●●
●●●●●
●●
●●●●
●●●●●●
●●
●
●●●●
●●●●●●●
●
●●●●●
●●
●●●●
●●
●●
●●
●●
●●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.89, ζ = 2.11, Filter 1 = 2.78, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
xxxx
xx x x x xxx
xxxx
xx
HD , 2009−04−17
●
●
●
●
●
●●●
●
●●
●
●
●●
●
●●●●
●●●●
●
●●●
●●●●
●●●
●●●●
●●●●●●●●●
●
●
●●●
●●●
●
●
●●
●
●
●●
●●●
●●●
●●
●
●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 15.24, ζ = 2.35, Filter 1 = 3.38, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x xx x
xx x
x xxxx
HD , 2009−04−20
●
●●●
●●
●
●●●
●●
●●●●
●
●●●●
●
●
●
●●
●●●
●
●●●
●●
●●
●
●●●
●
●●
●
●
●●●●
●●●●
●
●●
●●●
●
●●●
●●●
●●
●●
●●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 12.62, ζ = 2.56, Filter 1 = 3.79, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x xx
xx
HD , 2009−04−21
●
●●
●
●
●●
●
●
●
●●●
●
●●●●
●
●●
●●
●
●
●●●
●
●●
●●
●●
●●●
●●●
●●●
●●
●●
●
●
●●●
●●
●●
●
●●
●
●●●●●
●●
●●
●●
●●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.65, ζ = 2.72, Filter 1 = 3.44, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
xxx x
xxx
xxxxx
xx
x
x
HD , 2009−04−22
●
●●
●
●●
●●●●
●●
●●
●
●
●●
●
●
●
●●
●
●
●●●
●●
●
●●●●●
●●
●●●
●
●
●●●
●
●
●●●●
●●
●
●
●●●
●●
●
●
●●
●●
●
●
●
●●
●
●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 17.23, ζ = 2.59, Filter 1 = 3.93, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxxx x x x xxxxx
HD , 2009−04−23
●
●●
●
●●
●●
●
●●
●
●●●
●●●
●
●●●
●●●●●
●●●
●
●●
●●
●●
●
●●●●
●●●●●
●●
●●●
●●
●●●●
●●
●●
●
●
●●●
●●
●●
●
●●
●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.81, ζ = 2.44, Filter 1 = 3.45, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x x
xxxxxx
xx xx
x x x
HD , 2009−04−24
●
●●
●
●●●●●
●●
●
●
●
●●●
●●
●
●●●
●
●
●●●
●
●●●●●
●●●●
●
●●●
●●
●●
●●
●
●
●
●●
●
●●●●●
●
●●●
●
●
●●●
●
●●
●
●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 13.56, ζ = 2.64, Filter 1 = 3.4, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
xxxx
x
x x x xxxx
HD , 2009−04−27
●
●
●
●●
●
●
●
●
●
●
●●
●●
●●
●●●
●●
●
●●
●●●
●●●
●
●
●●●●●
●●
●●●
●
●●●
●
●
●
●
●●●
●●●●●
●●●●
●●
●●
●●●
●
●
●●
●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.78, ζ = 2.4, Filter 1 = 3.3, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x x
x
x x x
x
x xx
x
HD , 2009−04−28
●
●
●●
●
●
●
●●
●●
●
●●
●●
●●
●
●
●●
●●
●●
●●●●●●
●
●
●●●●●
●●●●
●●●
●●●
●●
●●●●●
●
●
●
●
●
●
●
●●●
●●
●●●●
●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.83, ζ = 2.26, Filter 1 = 3.69, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
xx
x xx
HD , 2009−04−29
●
●●
●
●●
●●
●
●●●
●●●●●
●●
●●●
●●●●●
●
●
●●●
●
●●●
●●
●
●●
●●
●●●
●●●●
●●●●
●●●
●●
●
●
●●
●●●
●●●
●
●●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 12.38, ζ = 2.62, Filter 1 = 3.44, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x xx x xx
x
HD , 2009−04−30
●
●●
●●
●●
●●
●
●●
●
●●
●
●
●●
●●●●●●
●●●●
●
●●●
●
●
●●
●
●
●
●●●●●●
●●
●●●
●●●
●●●●
●●
●
●●●●
●●
●●●●
●●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.74, ζ = 2.4, Filter 1 = 3.49, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xxx x x x
HD , 2009−05−01
●
●
●●
●●
●
●●
●●●
●
●
●●
●
●●●
●●●●
●●●
●●
●●●●
●●
●●
●●●
●
●●●
●●●●
●●●●●
●●
●
●
●
●
●●●
●●
●●
●●
●
●
●●●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.63, ζ = 2.31, Filter 1 = 3.09, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x x x xxxx
x
x
HD , 2009−05−04
●
●
●
●
●
●●
●●
●
●
●●●●
●●
●
●●●
●●
●
●●
●●●●
●●
●
●●●●
●●●
●●●●●
●●●
●●●
●
●●
●
●●●
●
●
●●●●●●●
●●
●●
●
●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.3, ζ = 2.46, Filter 1 = 3.07, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
x x xx xx
x
x
HD , 2009−05−05
●
●●
●
●●
●
●●
●●
●
●
●●●
●
●●
●
●●●
●●●●
●●
●●●
●●●
●●●
●●●●●
●
●●
●
●
●●
●
●
●
●
●
●●
●
●●
●●●
●●
●
●
●
●●●
●
●●
●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 12.77, ζ = 2.93, Filter 1 = 4.22, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx x xx x
x x
xx
HD , 2009−05−06
●
●●
●
●
●●
●
●
●
●
●
●●
●●
●
●
●
●●●●
●●●●
●
●●●
●
●●●
●●
●●
●
●●
●
●●●
●●●
●●
●●●●●●●
●●●
●●
●●●
●●
●●●
●
●●
●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 14.54, ζ = 2.69, Filter 1 = 3.84, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
xx x xx
x
xx
x
HD , 2009−05−07
●
●
●●●
●●●
●
●
●
●
●●
●●
●●
●●●●
●
●●
●●
●●
●●
●
●●●
●●
●●●●
●●●●●
●
●●●
●●
●●
●●●●●●
●●●●
●
●
●●●●
●●
●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.87, ζ = 2.77, Filter 1 = 3.36, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
xxxxx x x x xxxx
xxx x x
x
HD , 2009−05−08
●
●●
●
●
●●
●●
●●
●
●
●
●●
●
●●●
●●●
●
●
●●
●●
●
●
●●
●●●
●●●
●
●●
●●
●
●●●
●●●
●●●●
●
●●
●●●
●●
●●●
●●●●
●
●
●●
●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 15.88, ζ = 2.45, Filter 1 = 3.75, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
x
x xxxx
HD , 2009−05−11
●
●●
●
●
●●
●●●
●●
●●
●●●●●●
●●●
●●●●●●
●●
●
●●●●
●●
●
●●●
●●
●
●●●
●
●●
●
●
●●●
●●●●●●●●
●
●●
●
●●
●
●
●
●●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.41, ζ = 2.29, Filter 1 = 3.04, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xxxxxx
x x x x x xxxx
HD , 2009−05−12
●
●
●●
●
●
●
●●
●●
●●●●●
●●●●
●
●
●
●●
●●
●
●●●
●●●●●●●
●●
●
●●
●●●
●●●●
●
●●●
●●
●●●
●●●●●●●
●●●●
●●
●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 17.52, ζ = 2.5, Filter 1 = 3.49, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x xxx x x x xxxx
x
HD , 2009−05−13
●
●
●●
●●
●●●
●●●
●●
●●
●
●
●
●●●●●
●●●●
●●●
●●●
●●●●
●●●●●●●●
●●●●●
●
●●●●●●
●●
●●
●●●●
●●
●●●●
●
●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.81, ζ = 2.18, Filter 1 = 2.7, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x x x x xxxxxx xxx x x
HD , 2009−05−14
●
●●
●
●
●
●●
●●●
●●
●●
●●●
●
●●
●
●●
●●
●●●
●
●
●●●
●●●●
●●●
●●
●●●●
●
●●
●●●
●●
●
●
●
●
●●●
●●●
●●●
●●●●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.22, ζ = 2.61, Filter 1 = 3.31, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx xx
x x
x
x
x
xx
x
HD , 2009−05−15
●
●
●
●
●●
●●
●
●
●
●
●
●
●●
●●
●
●
●
●●
●
●
●●
●●
●●
●●●●
●
●
●
●●●
●●
●
●●
●●
●
●
●
●●
●●
●
●●
●
●●
●
●●●
●●
●●
●
●●●●
●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.95, ζ = 3.1, Filter 1 = 4.18, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
xxx
xxx x
xx
x
x
HD , 2009−05−18
●
●
●●
●
●
●●
●●
●
●
●
●●
●
●
●●●
●
●●
●
●
●
●
●
●
●
●●●
●
●
●
●
●●●
●
●
●●●●
●
●
●●
●●●●●
●●●
●
●●●●
●●●
●●●
●●●
●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 11.51, ζ = 3.08, Filter 1 = 4.12, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx
x xx
xx
x
xx
x
x
HD , 2009−05−19
●
●
●
●●
●
●
●
●
●
●
●●
●●
●●
●
●●●●●
●
●
●●
●●●
●●
●●
●●●●
●
●●
●●●
●●
●●
●●●●
●●
●●
●●●●
●●
●
●
●
●
●●
●●
●●●●●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 15.18, ζ = 3.63, Filter 1 = 4.68, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx x
x
xx
x
HD , 2009−05−20
●
●
●
●●
●
●
●
●
●●●
●●
●
●●
●●●●
●●●
●●
●●●
●●
●
●●●●●●
●●●
●●
●
●
●●
●●●●
●●
●
●●
●
●
●●●●
●
●●
●●●
●●●
●●●
●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 15.14, ζ = 3.02, Filter 1 = 3.93, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x
x
xxx
x
x
HD , 2009−05−21
●
●
●
●
●●
●●●●
●●
●
●●●●
●●●●●●●●
●●●●●
●
●
●●●
●●●
●
●
●●
●●●
●
●
●
●
●●
●●●●●●●
●●●
●
●
●●
●●●●●●
●●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.82, ζ = 2.45, Filter 1 = 3.14, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x xx
xxx x x x
HD , 2009−05−22
●
●●
●
●●
●
●●●●
●
●●
●
●
●●●●
●
●
●●
●●
●●●●
●●
●●
●●●
●●
●●
●●●
●
●
●●
●●
●●●●
●●●●
●●●●●●●●
●●
●●
●●●
●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.29, ζ = 2.79, Filter 1 = 3.5, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx x xxxx
x
x
x
xx
x
HD , 2009−05−26
●
●
●●
●
●
●●●●
●●
●●
●●
●
●●
●●
●●●●●●
●●●
●
●●
●
●●
●●
●●●
●
●
●
●●●
●
●●●●●
●●●●●●
●●
●●
●●●●
●
●●●●●●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.62, ζ = 2.89, Filter 1 = 3.69, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
xxxxxx
xxx
xx
x xx
xx
HD , 2009−05−27
●
●●
●
●●
●
●●
●●
●●
●
●
●●
●
●
●
●●●●
●●
●●
●●●
●
●●●
●
●
●●
●●
●
●●
●
●
●●●●
●●●
●●
●●
●●
●●
●
●
●●●●●
●
●●●
●●
●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.23, ζ = 2.93, Filter 1 = 3.84, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xxxxxxx
x x
x
x xx
x
HD , 2009−05−28
●
●
●
●
●
●
●
●●●●
●●
●●
●
●
●
●●●
●●
●●
●●
●●●●
●
●●●
●
●
●●●●
●●●●●●●
●
●●
●
●●●●●●
●●
●●●
●●
●●
●
●●
●●●●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.62, ζ = 2.46, Filter 1 = 3.5, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x x x xx
x
xxx
HD , 2009−05−29
●
●
●●●
●
●
●
●
●●●
●●
●●●
●●●●
●
●
●●●
●●●●
●●●●
●●●
●●
●
●●●
●●●●●●●●●●
●●●●●
●
●●
●●●●
●●●
●●●
●
●
●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.47, ζ = 2.45, Filter 1 = 3.37, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
xxxxx x
xxxxx
x
x
HD , 2009−06−01
●
●
●
●
●●
●
●●●
●●●
●●●●●
●●●
●●●
●
●●●
●●
●
●
●●●
●●●
●●
●●●
●●●●●
●●●
●
●●●●●
●●●
●
●●●●●●●
●
●●●●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.59, ζ = 2.52, Filter 1 = 3.33, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x xx xxxx
x
x
xx
HD , 2009−06−02
●
●●
●
●
●
●
●●●●
●
●
●
●●
●
●●●●
●●
●●●
●
●●●
●●
●
●
●●●
●
●●●
●
●●●●●●
●●●●
●●●●●
●●●●●
●●●
●●●●●●
●●
●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.38, ζ = 2.37, Filter 1 = 3.07, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x x xxx
xx
HD , 2009−06−03
●
●
●
●
●
●●
●
●●
●
●
●
●●
●●
●
●
●
●●●●●●
●
●●
●●●●●
●
●●
●●
●●●●
●●●
●●
●●
●●●●●
●
●●●
●
●●
●●
●
●●●
●
●●
●
●
●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.63, ζ = 2.34, Filter 1 = 3.24, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx
xx
xx
xxxx
x
x
HD , 2009−06−04
●
●●
●
●
●
●
●
●
●
●●
●
●
●
●
●●●●
●●
●●●
●●
●●●●
●●●
●●
●●
●
●●●●●
●
●●
●●●
●
●●
●●●
●●●
●
●
●
●
●●
●
●
●●●
●
●●
●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.29, ζ = 2.64, Filter 1 = 3.96, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xx
xxx x
xxx x x x xx
x
HD , 2009−06−05
●
●
●
●●
●●
●●●
●
●
●
●●
●●●●
●
●
●●●●
●●
●
●●
●
●●●●●
●
●●
●●
●
●
●●●●●●●
●●
●●●●●●
●●
●
●●●
●●●●
●●
●
●
●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.05, ζ = 2.13, Filter 1 = 2.69, # Vol.Jumps = 20Time
ζ i−1 (
x 10
0)
xxx x x x x xx
x
xxx
xxxx
xxx
HD , 2009−06−08
●
●●●
●●
●
●●
●
●●
●●
●
●
●
●
●●
●●●
●
●●
●●●●●●●●
●●●●
●●
●●
●
●
●
●●●●
●●●
●
●
●●
●●
●●●
●●
●●
●●
●
●●●
●
●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.92, ζ = 2.23, Filter 1 = 3.26, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx x x x
x
x x x
HD , 2009−06−09
●
●
●
●●
●●
●
●●●●
●●
●●●●
●●●
●
●
●●
●●●●●
●●●●●
●
●
●
●
●●●
●●●●●●●
●●●
●●
●●●●●
●
●●●
●●
●●●
●
●●
●●●●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 11.43, ζ = 2.69, Filter 1 = 3.68, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xxxxx
xx xxx x
HD , 2009−06−10
●
●
●
●
●
●●
●●
●
●
●
●●
●
●●
●
●
●●●●
●
●●
●●
●●
●●●
●●
●●
●
●●●
●●
●●
●
●
●●
●
●
●
●●
●●
●●●
●●
●
●●●●
●●●
●●
●●
●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.51, ζ = 2.78, Filter 1 = 3.47, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x x x x xxx
x
xx
x
HD , 2009−06−11
●
●●
●
●
●
●●●●
●●
●●
●●●
●
●●●●●●
●
●
●●
●●●
●●●●
●●
●●●●
●●
●
●●●
●●●●●
●●
●●
●
●●
●●
●
●●
●●
●●
●●
●●
●●●
●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.71, ζ = 2.24, Filter 1 = 3.08, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x x x x xxx
xxx
xxx
HD , 2009−06−12
●
●
●
●●
●
●●●
●
●●
●●
●●●●
●
●●●
●●●●●●
●
●●
●
●●●●●●
●●
●●
●●●
●
●
●●●
●●●
●
●●
●●●
●●●
●
●
●●●●
●●
●●●
●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 11.55, ζ = 2.29, Filter 1 = 3.15, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx
xx x xxxxx
HD , 2009−06−15
●
●
●●
●●
●
●
●●
●●●
●●●
●
●●
●●
●●●
●
●
●
●●●
●●●●●
●●
●
●●●●
●
●●●
●●
●●●●
●
●●
●
●●
●●
●
●
●●
●●●●●
●
●●●●
●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.54, ζ = 2.5, Filter 1 = 3.28, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx xx
x xxxxx
x
HD , 2009−06−16
●
●●
●
●
●●
●
●●
●
●●
●●
●●
●●●
●
●
●●
●●●
●●●●
●●
●
●●●
●
●
●●●
●
●●●●
●●●
●
●●
●
●●
●●●●●
●●●●
●●●
●●●
●
●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.65, ζ = 2.59, Filter 1 = 4.23, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xxx x
xx
x
HD , 2009−06−17
●
●●
●●
●
●
●
●●
●
●●
●●
●
●
●●●●
●●●●●●
●
●●●
●●●●
●
●●
●
●●
●●●●●
●●
●
●
●●
●●
●●
●
●●
●●●●
●●
●●●●●
●●●●●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.49, ζ = 2.27, Filter 1 = 2.81, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x x x x xxx
x
x
xxx
HD , 2009−06−18
●
●
●
●●
●●●●●
●●●
●
●
●●
●●●
●●●●●●●●
●●●●●
●●●
●
●●
●●●●●●●
●●
●●
●
●●●●
●●●
●●●
●●●●
●●●
●●●
●●●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.05, ζ = 2.03, Filter 1 = 2.56, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xxx
xx
x x xx xxxx
x
HD , 2009−06−19
●
●
●●●
●●●●
●●●
●●
●●
●
●
●●
●●●●
●●●
●●●●●
●●●
●●●
●●●
●●
●
●●
●●●
●●●
●●●●
●
●●●●●●●
●●●●
●●●●●
●
●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.89, ζ = 2.39, Filter 1 = 2.91, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxx
xxx
xxxxx
x x
HD , 2009−06−22
●
●●
●
●●
●
●●
●●
●●
●
●
●●●●●●
●●●●
●●●●
●●●
●
●●●
●
●
●
●●●
●●●
●●●●●●
●
●●
●
●●
●●●●●●●
●●
●●●●●
●●●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.68, ζ = 2.36, Filter 1 = 3.08, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x x xxxx
x
x
x
HD , 2009−06−23
●●
●●
●
●
●
●
●
●●●
●
●●
●
●
●●●
●●●●●
●●●●
●
●
●
●●
●●
●●●●
●●●
●●●
●
●
●●
●●
●●●
●●
●
●
●
●●●
●●
●●
●●●●
●●●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.04, ζ = 2.35, Filter 1 = 4.2, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
xxx
xxx
HD , 2009−06−24
●
●
●
●
●
●●●
●●
●
●
●●
●
●●
●●
●
●●●●●
●●
●
●●●
●●●
●●
●●
●●●●●●
●
●●
●●●●
●●
●
●●
●●
●●●●●
●●
●●
●
●●●●●●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.05, ζ = 2.79, Filter 1 = 3.87, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxxx
xxx
x x x x
x
HD , 2009−06−25
●
●
●
●●
●●●
●●●
●
●
●
●
●●●●
●
●
●●●●●
●
●●●
●●●
●●●
●●●●●●
●●●●●
●
●●●●●
●●
●●
●
●●●●
●●●
●
●●
●●
●●
●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 15.22, ζ = 2.27, Filter 1 = 3.13, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
x xx x x xx
xx
xxxx
x
x x
HD , 2009−06−26
●
●
●●
●●●●●
●●
●●●
●
●
●●●●
●
●●
●●●
●●
●
●●●●
●●●
●
●●●
●●●●
●●
●●●
●
●●●●
●●
●●●●
●●●
●●●
●●●●
●●
●●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 11.58, ζ = 2.12, Filter 1 = 2.74, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxxxx
x xxx
xxx
HD , 2009−06−29
●
●
●●●
●
●
●
●
●●●
●●
●●●
●
●
●●
●●●
●●●●●●
●●●●
●●●●
●●●●
●
●●
●●●
●●●●
●●
●
●●●
●
●●●●●
●●●
●
●●●●
●●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.53, ζ = 2.02, Filter 1 = 2.72, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xxx xx x xxx
xx
x
x x
HD , 2009−06−30
●
●●
●
●●
●
●
●
●●●●
●●
●●
●●●●
●●●●
●
●●
●●
●
●
●
●
●
●●
●●●●●●
●●
●●
●●●●
●●●
●●
●
●●●
●
●●●
●●●●
●●
●
●●●●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.52, ζ = 2.15, Filter 1 = 2.85, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xxxxx x x x x x xx
x
x
x
HD , 2009−07−01
●
●
●●
●
●●
●
●●●
●
●●●●
●
●
●●●●●●●●
●●●
●●
●●●
●
●●●●●●
●●●●●●●
●●
●●●
●●
●●●●
●●●
●●●
●●
●
●●
●●
●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.1, ζ = 2.42, Filter 1 = 2.91, # Vol.Jumps = 21Time
ζ i−1 (
x 10
0)
xxxx
xxx x
xxxxxxx
xxxx
xx
HD , 2009−07−02
●
●
●
●
●
●
●
●
●●
●
●
●
●●●
●
●
●●●●
●
●●●●●
●●
●●●
●●
●●●
●
●●
●●●
●●
●●●●
●●●●
●●●●
●●●
●
●
●●●
●●●●
●
●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.02, ζ = 2.2, Filter 1 = 2.88, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xxxx
xxxx x x xx
xxxx
x
HD , 2009−07−06
●
●
●
●
●●
●●●
●●●●●
●●
●●●●
●●●●
●●●●
●●
●●●●
●●
●●●●
●●●●
●●●●
●●
●●●●
●●●
●●
●
●●●●
●
●●
●●
●●●●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.75, ζ = 2.59, Filter 1 = 3.48, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x xxxx
x
x
HD , 2009−07−07
●
●●
●●●
●
●
●
●
●
●●●
●●●●●
●●●●
●●
●●
●●●●●
●
●●●●●
●●●●
●●
●●●
●
●●●
●●
●
●●●●
●
●●
●●
●
●●●
●●
●●
●
●
●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.95, ζ = 2.5, Filter 1 = 3.62, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
xx
x
xxxx
x
HD , 2009−07−08
●
●
●
●
●
●
●●
●●●
●
●
●●
●
●●
●●●●●
●●
●
●
●
●
●●●●
●
●
●●●●●
●●●
●●●●
●●●●●●
●●
●
●●
●●
●
●
●
●●●
●
●●●
●●
●
●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 12.16, ζ = 2.59, Filter 1 = 3.7, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx
x
xx x
x x
x
HD , 2009−07−09
●
●●
●●
●●
●
●
●
●●
●●
●●●
●
●
●●
●
●
●●●●●
●
●●●
●●●●
●
●●●
●
●●●●●●●
●●●●
●●●
●●
●
●●
●●
●●●●●
●●●●
●
●
●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.42, ζ = 2.05, Filter 1 = 2.69, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x xx x
xx xxx
xx
x
xx x
HD , 2009−07−10
●
●●●
●●●●
●
●
●●
●
●
●●
●
●●
●●
●●
●
●
●●●●
●
●●●●
●
●●
●●
●●
●●
●●●●
●●
●●●●●●
●●●
●
●
●●●●
●●
●●
●●●
●●
●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.61, ζ = 2.16, Filter 1 = 3.42, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxxxx xx
x
xx
xxx
HD , 2009−07−13
●
●●
●●
●
●●
●
●●
●●●
●●
●●
●●
●
●●
●●
●
●●●●
●●
●
●●
●●●
●●●●
●●
●
●●
●●
●●●●●
●●●●
●●●
●
●●●●
●●●
●●●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.59, ζ = 2.57, Filter 1 = 3.5, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxx
xx
xxx
x xx
x
HD , 2009−07−14
●●●
●●●
●●
●●●
●●
●●
●●●
●
●
●●●●●
●
●●●
●●●
●●
●●
●●
●●●●
●●●●
●●
●●
●●
●●●
●
●●
●
●●●●●●●●●
●
●●
●●●●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.64, ζ = 2.13, Filter 1 = 3.05, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx xx
x xxxx
xx
HD , 2009−07−15
●
●●●
●
●
●
●●
●
●●●●
●●●●●●
●●●●
●
●●
●
●
●●
●●●
●●
●●●●●●●
●●
●●●
●●●●
●●●
●●●
●
●
●●
●●●●●
●●●●●
●
●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.35, ζ = 2.14, Filter 1 = 2.84, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
x x xxxxx
xxxx
xxx
x
x x
x x
HD , 2009−07−16
●
●
●●
●●
●●●
●
●●●●
●
●
●●●●
●●●●●●●
●●●●●●
●●●●●●
●●●●
●●
●●●
●●
●●●●●
●●●
●●●
●
●●
●●
●●●●
●
●●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.15, ζ = 2.24, Filter 1 = 2.68, # Vol.Jumps = 21Time
ζ i−1 (
x 10
0)
xxxx xxx
xx x x xxxxxxx
xxx
HD , 2009−07−17
●●
●
●
●
●
●●
●
●●
●●
●●●●
●●●
●
●●
●●
●●
●●●●
●●●●●
●●
●●●
●
●●●●
●●
●●●
●●●●●
●●
●●●●●
●●●
●●
●●●●
●●
●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.2, ζ = 2.14, Filter 1 = 2.81, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xxx
xxxx
x xx
xxx
x
x
HD , 2009−07−20
●●●●
●
●
●
●●●
●●●●
●●●
●●
●
●●
●●
●●●●
●
●●
●
●●●
●●●●●
●●●●
●●
●●●●●
●
●●●●●
●●●
●●
●
●
●
●
●
●●●●●●
●
●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.38, ζ = 2.22, Filter 1 = 3.34, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xxxx x x x
xxx
HD , 2009−07−21
●
●
●●
●
●●
●
●
●
●
●●
●
●●●
●
●
●●
●●●●
●
●●●●●
●
●●●
●●●●●
●
●●●●
●●●
●●
●●●
●
●●●
●●
●●
●
●
●●●●
●
●●●●
●
●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.41, ζ = 2.17, Filter 1 = 3.2, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx xx x
x
x
xx
HD , 2009−07−22
●
●
●
●
●
●
●
●
●
●
●●
●●
●●●●●●●
●●
●●
●●
●●
●●●●
●
●●●●●●●
●●●
●●●●●
●
●●
●●
●
●●
●
●
●●●●
●●
●●●●
●
●●
●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.53, ζ = 2.2, Filter 1 = 3.05, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x
x
xx
xx xx xxx
HD , 2009−07−23
●
●
●
●●●
●●
●●
●●●●
●
●●●
●●
●
●●
●●●●
●●
●
●●●
●●●●●●
●●●●
●●●●
●
●
●●●
●●
●
●●
●●●
●●●
●●●
●●
●●
●●
●●●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.68, ζ = 2.1, Filter 1 = 3.05, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
xxxx
x x xx
HD , 2009−07−24
●
●●
●
●●
●
●
●●
●●
●
●●●
●
●
●●●●●●
●
●●
●●
●
●
●
●
●●●●●●
●
●
●●
●
●●
●
●●●●
●●●●●●
●●●
●
●●●●●
●
●●
●●
●●
●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 11.16, ζ = 2.23, Filter 1 = 2.94, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x x x x x
xx
x
x
x
x
HD , 2009−07−27
●
●●
●
●●
●
●●●
●●●●
●
●
●●
●●
●
●●
●●●
●
●●●●
●
●●●
●●●●
●●●●●●
●●
●●
●●●
●●●●●●
●●
●●
●
●●●●
●●●
●●●
●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.77, ζ = 2.06, Filter 1 = 2.78, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x x x x xxx
x
x
HD , 2009−07−28
●
●●
●
●●●
●
●●
●●
●●
●●
●●●
●●●
●
●●●●
●●
●●●
●●●●●●
●●
●●●●●●●
●
●
●●●●
●
●
●●●●●●
●
●
●●●●
●●
●●
●●
●●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.08, ζ = 2, Filter 1 = 3.07, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x x x x x xx
HD , 2009−07−29
●
●
●●
●●●●●
●
●
●●●
●●
●●
●●
●
●●
●●
●●●●●
●●●
●
●●●
●●●
●●
●
●
●
●●
●
●
●●
●●●●
●●●
●●●●●
●
●
●●
●●●●
●●●
●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.3, ζ = 2.03, Filter 1 = 2.86, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x x x xxxx
x x
HD , 2009−07−30
●
●
●
●
●●
●●
●●
●●
●●
●●●●
●
●●●
●●●
●
●
●●
●●●●●●
●●●
●●●●●●
●●●●●
●
●●●●
●●●
●●●●
●●●●
●●●●●●●
●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.36, ζ = 1.92, Filter 1 = 2.49, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xx x x x x xxxxx
x
x
x xxx
HD , 2009−07−31
●
●●●●
●
●
●
●●
●●●
●
●
●●
●●●●
●●
●
●●●
●
●●
●●●
●●
●
●●
●
●
●●
●●
●●
●●
●●●●●
●
●
●
●●
●●●
●●
●
●
●●●●
●●●
●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.2, ζ = 1.99, Filter 1 = 2.85, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x x x xx xx
x
x
x x
HD , 2009−08−03
●
●
●
●●●
●
●●
●
●
●
●●●●
●●●●●●●
●●●
●●
●●
●●●
●●
●●●●
●●●
●●
●●●
●●
●●●
●●
●●●●
●
●●●●●●●
●
●●
●●●●
●
●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.24, ζ = 2.02, Filter 1 = 2.47, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x x xxxxx
x
x
HD , 2009−08−04
●
●●
●
●
●
●
●
●
●●●●
●
●●
●●●●●●
●
●●
●●●●●●
●●
●●●
●●●
●●
●●
●
●●●
●
●●
●●
●
●●
●●
●●●●
●●●●
●●●
●
●
●●
●
●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.45, ζ = 1.99, Filter 1 = 2.58, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xx x x x xxx x
x
xx
xx
HD , 2009−08−05
●
●
●
●
●
●●●●
●
●●
●●●
●
●●
●●
●●●●
●●
●●
●●●
●●
●●●
●●●
●●
●
●●●●●●
●●●●
●
●
●
●●●
●●
●●●
●●
●
●●
●●●●
●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.63, ζ = 1.91, Filter 1 = 2.81, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxx x x xx
xxxx
x
HD , 2009−08−06
●
●
●
●
●●
●
●
●●●●●●
●
●
●
●●●●
●●
●
●●●
●
●
●●●
●●●●●●●
●●
●●
●●
●●●●●
●●●●
●●●●
●●●●●
●●
●
●●
●
●●●
●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.58, ζ = 2.2, Filter 1 = 2.73, # Vol.Jumps = 25Time
ζ i−1 (
x 10
0)
xxx
xxxxxxx x xx x x xx x x x x
xxx
x
HD , 2009−08−07
●●
●
●
●●●●
●●●●●
●●●●
●●
●●●
●●
●●●●
●●●●
●●
●●
●●
●
●●●
●●
●●
●
●●●●
●
●
●●●
●●
●
●●●
●
●●●●
●
●●●●●
●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.41, ζ = 2.02, Filter 1 = 2.6, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x x xx x xx
x
x
HD , 2009−08−10
●
●
●
●
●●
●●
●●●
●●
●
●●●
●●
●●
●●●●
●●
●●
●
●●●
●●●
●●●●●
●●●
●●
●●
●
●●●●
●●●●●●
●●
●●●
●
●●●●
●●●
●●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.67, ζ = 1.96, Filter 1 = 2.49, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x xx x x xxx
x xx
x
HD , 2009−08−11
●
●●
●●
●
●●
●
●
●●
●●
●●●●
●●●
●●●●●●●●●
●●
●●
●●●
●●●●
●
●●
●
●●●●●●●
●●●●●
●
●
●●
●●●
●
●
●
●
●
●●
●●
●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.34, ζ = 1.99, Filter 1 = 2.86, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
xxxxxxx
xx
xxx xx xxx x
HD , 2009−08−12
●
●●
●
●
●
●
●
●
●●
●
●
●
●
●
●●
●●
●●●
●●
●
●●●
●●●
●●
●●
●●
●●●●
●●●●●●
●●●●
●
●
●●
●
●
●
●
●●
●
●●●●
●
●●
●●●
●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.63, ζ = 2.32, Filter 1 = 3.14, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
xxxx x
xx
xx
x
xx
x
HD , 2009−08−13
●
●
●●●
●
●●
●
●
●●●
●
●●●●
●●●●●
●
●
●●●
●●
●●●●
●
●●
●●●●
●●●●●
●●●●
●●●●
●●●●●
●●●●
●●●●
●●
●●●●●
●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.91, ζ = 2.02, Filter 1 = 2.98, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x xxxxx
x
x
HD , 2009−08−14
●
●
●
●
●
●
●
●●
●
●
●
●
●●
●●
●
●
●
●
●●●●
●
●●
●●●●
●●
●
●●●
●
●●●
●
●
●
●●
●●●●●
●
●●
●●
●●
●●●
●●
●
●
●
●●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 28.3, ζ = 3.16, Filter 1 = 4.64, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
x
xx
x
x x
x
x
xHD , 2009−08−17
●
●●●
●●
●●
●
●
●
●
●●
●●●
●●
●●
●●
●●
●●
●
●●●
●●●
●
●
●●●●●
●
●
●●●
●
●●●
●●
●
●●●●
●●●
●●
●●●
●
●●●
●
●●
●
●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.67, ζ = 2.56, Filter 1 = 4.07, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx
xxxx
x
HD , 2009−08−18
●
●
●
●●
●
●●
●
●●●
●●
●●●
●●
●
●
●
●●
●
●●
●●
●●●
●●
●●
●●●●
●●
●●●
●●●●●●
●
●●●●●
●●●●●●●
●
●●●●
●
●
●●●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.36, ζ = 2.25, Filter 1 = 3.2, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
xxxxx
x xx x x
HD , 2009−08−19
●
●●●
●●●●
●●●
●●●●
●
●●●
●●●
●●●●●●
●●
●●●
●●●●●●●
●●●
●●●
●●●●
●●
●●●
●●●
●
●●●
●●●●
●
●
●●●●
●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.44, ζ = 2.04, Filter 1 = 2.77, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x x x xxxx
xx
HD , 2009−08−20
●
●
●●
●●
●
●
●●
●
●●●●
●●●
●●●●●
●●●
●
●●
●
●●
●●●●●
●●
●●●
●●●●●
●●●
●●●
●●
●●●
●●●
●
●●●●
●●●●
●●●
●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.07, ζ = 2.06, Filter 1 = 2.59, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xxx xx xxxxx
x
x
xx
HD , 2009−08−21
●●●
●
●
●●●
●●
●●
●●●
●●●
●●
●●●
●●
●
●●●
●●
●●●
●●●
●●
●●●
●
●●●●
●
●●●●
●●●
●●●●●
●●●●
●●●●●
●●●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.32, ζ = 2.22, Filter 1 = 3.01, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxxxx x x xx xxx
x
HD , 2009−08−24
●
●●●
●●
●
●●
●●
●●
●●●●
●
●●●●
●
●
●●●●
●●●
●●●●
●
●
●●●●
●
●
●
●
●●
●
●●●●●
●●●
●
●●
●●
●
●
●●●●●●●●
●●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.46, ζ = 2.25, Filter 1 = 3.2, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x xxx
x
x
xx
x
HD , 2009−08−25
●
●
●
●
●
●
●
●●
●
●●
●
●●
●●●●
●●●
●●●
●●●
●●●●●
●●
●●●●
●●●
●
●
●
●●●●
●●
●
●
●●●●●
●●●
●●●
●●●●●●
●●
●
●●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.41, ζ = 2.01, Filter 1 = 2.48, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x x x x x xxx
x
x
x
x
HD , 2009−08−26
●
●●
●●●
●●●
●●●●●
●●●●●●
●●●
●●●●●
●
●●●
●●
●
●●●
●●
●●●●●
●
●●
●●●●●●●●
●●
●●
●●●●●●●●
●●●●●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.11, ζ = 1.87, Filter 1 = 2.47, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x x xxxxxx x
HD , 2009−08−27
●●
●
●
●
●
●
●
●
●
●
●
●●
●●●
●●●●
●●●
●●●●
●
●●
●●
●●
●●●●
●●●●●
●
●
●●
●●
●●●●
●●●
●
●●
●
●●●●●●●●
●●●●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.28, ζ = 1.94, Filter 1 = 2.76, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xxx xx
x
xx
x
HD , 2009−08−28
●
●●●
●
●●●
●●
●●●
●●
●●
●●●●●●
●
●●●●
●
●●●●
●●●
●
●●●●
●●●
●●●●●
●
●●
●●●●●
●
●●●●●●●
●●
●
●
●●
●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.34, ζ = 1.85, Filter 1 = 2.48, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x x x xxx
xx
xx
xx
HD , 2009−08−31
●
●
●
●
●
●
●
●●●
●●●
●●●●●
●
●●
●●●●
●●
●●●
●●
●
●●●●
●●
●●●●
●●●
●●
●
●
●●
●●●
●
●●●●
●
●
●●
●●●
●●●●
●●●
●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.09, ζ = 2.33, Filter 1 = 3.04, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xxxxx
xx
xxxxx xx xxx
HD , 2009−09−01
●
●●●●●
●●●
●●●
●
●●●●●●●●●
●
●●
●
●●●●
●●●●
●●
●●
●●●●
●●●●●●
●
●●
●●●●●
●●●●
●
●
●
●●
●●●
●●●
●●
●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.01, ζ = 1.84, Filter 1 = 2.72, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx
x xxxx
xxx
x
HD , 2009−09−02
●●
●
●●
●
●
●
●
●
●●
●●●
●●●
●
●
●●
●●●●
●●
●
●●
●
●●●●●
●●●
●●●●●
●●
●
●
●●
●●●●●
●●●
●●●
●●●
●
●●●●●●●
●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.72, ζ = 1.68, Filter 1 = 2.32, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx x x xx
xx
xx
x
x
HD , 2009−09−03
●
●●●
●●
●●
●●●●●●●●
●●
●●
●●●
●●●●●●●
●●●
●●●●
●●●●●●●●
●●●
●●●●
●●●●●●●
●●●●●●●
●●
●●●●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.09, ζ = 1.58, Filter 1 = 2.15, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x x xx xx x xxxx
xx
HD , 2009−09−04
●
●●
●●
●
●●
●●●
●●●●●●●●●●
●●
●●
●●
●●●●
●●●●
●●●
●●●●
●
●
●
●●
●●
●●●
●●●●
●●
●●●
●●●●●●●
●●●●●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.36, ζ = 1.81, Filter 1 = 3.03, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x x
xx
HD , 2009−09−08
●
●●
●●●
●
●
●
●●
●●
●●●
●
●
●●●●
●●●
●●●
●●●●●●●●●
●●●●●
●●
●●
●●
●●●●●●●●
●●●●●
●●
●●
●●
●●
●●●●
●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.39, ζ = 1.7, Filter 1 = 2.3, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xxx x
xxxx
x
HD , 2009−09−09
●
●
●
●
●●
●●
●
●●
●●
●
●●
●
●●
●
●●●
●
●●
●●●●●●●●
●●●●●●●
●
●●
●●
●
●
●●
●
●
●●●
●●●
●●●
●●●
●●
●●●●●●
●●●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.87, ζ = 1.78, Filter 1 = 2.59, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x xx x xx
xx
x
HD , 2009−09−10
●
●●
●●
●
●●
●●●
●
●
●
●●
●
●●
●●
●●●●●
●●
●●●
●●●●●
●
●●
●●●●
●●●●●
●●●
●
●
●●
●●●●
●●●●●
●
●
●●●●
●
●
●●
●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.37, ζ = 1.92, Filter 1 = 2.28, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xx x xxx
x
xx x x
xxxx
x
x
HD , 2009−09−11
●
●●●●●
●●
●
●●●●●●●
●●
●●●●
●●●●
●●●●●●
●●
●●●
●●●●
●●●●●●
●●
●●
●●
●●
●
●●●
●●
●
●●●●●
●
●●●
●●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.73, ζ = 1.65, Filter 1 = 2.45, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x xx xxxx
HD , 2009−09−14
●
●●
●●
●
●
●●●●●●●●●
●●●●●
●
●●●●●●●●●●●●
●●●●
●●
●●●
●●●
●●
●●
●●
●●
●●●●●
●●●●●
●●●●
●
●
●
●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.57, ζ = 1.6, Filter 1 = 2.14, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
x x x xx xx
xxxxx
xx
x x
HD , 2009−09−15
●
●●
●●
●
●●
●●
●
●●
●●●●●●
●
●
●
●
●●●
●●●●●
●●●
●●
●●
●
●●
●
●
●
●
●
●●●●
●
●●●●●●
●
●●●●
●●●●
●
●●●●●●●
●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.56, ζ = 2.18, Filter 1 = 3.55, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
x
x
x
xx
x
x
x
HD , 2009−09−16
●
●
●
●
●●
●
●●●●●
●
●
●●
●●
●●●●
●●●●
●●
●●●●●
●●●
●●●
●●●
●●●
●
●●●●
●
●●●
●●
●●●
●
●●●●●●
●●●
●●
●●●
●
●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.91, ζ = 1.9, Filter 1 = 2.48, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
xxxxx x
x x xxx
HD , 2009−09−17
●
●●●●
●●
●●●
●●
●
●
●
●●●●
●●●
●●●
●●●
●
●●●
●●●●
●
●
●●●
●●
●●●●●●
●●
●●●
●●●
●●●
●●●●●
●
●●●●
●●
●●●
●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.06, ζ = 1.71, Filter 1 = 2.24, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
xxxx xx x x x xx xx
xx
x
HD , 2009−09−18
●
●●
●●
●
●●●●
●●●
●●
●●●
●●●
●●●●
●●
●●
●●●
●●
●●●
●●●●●
●
●
●●●●●
●
●
●●●
●
●●●●
●●●●●●●●●
●
●
●●●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.46, ζ = 1.7, Filter 1 = 2.17, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x xxx
x x xxxx
xxx x
x
HD , 2009−09−21
●
●
●●
●
●●●●
●●
●●
●●
●
●●●●
●●●●
●●●●
●●●●
●
●●●●●●●●
●●
●
●
●●●●
●●●●
●●●●●
●●●●●●
●●
●●
●●●●●
●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.69, ζ = 1.84, Filter 1 = 2.75, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xxx
x
x
HD , 2009−09−22
●●●
●●●●●
●●●●
●●
●
●●●●●●
●●
●●●
●●●●
●●●
●●●
●●●●
●●●●●
●●●●
●●●●●
●●●
●●
●●●
●●●
●●
●
●
●●
●●●●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.1, ζ = 1.7, Filter 1 = 2.18, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
x x xx xx xx xxx
xxxxxxxx
HD , 2009−09−23
●●
●
●●
●●
●
●●
●●
●
●●
●
●
●●●
●●●
●●●●●
●●●●●●●
●●●●●●
●●
●
●●
●●●●
●●●
●●●●●●
●
●
●●●●
●
●●●
●●●●
●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.61, ζ = 1.74, Filter 1 = 2.43, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
xxx
xx xxx x x x xx x
xx
HD , 2009−09−24
●
●●
●
●●
●
●●●●●
●●
●●
●●
●●
●
●●●●●●
●●●
●●
●●●●
●
●●●●
●●●●●●
●●●
●
●
●●
●●●●●●●
●●●
●●●●
●●
●●●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.2, ζ = 1.62, Filter 1 = 2.34, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx
x
x xxx xxxxx
x
HD , 2009−09−25
●
●●
●
●●
●●
●●●●
●
●●●●
●
●●
●●
●●●
●
●
●●●●
●
●●●
●●●
●●●●●●
●●●
●
●●●
●●
●
●●
●●●
●●●●
●●●●
●●●●●
●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.84, ζ = 1.53, Filter 1 = 2.26, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x x xxxxx
xx
HD , 2009−09−28
●
●●
●●
●
●
●
●
●●
●●
●
●
●
●
●
●
●
●●
●●●
●●
●●●●●
●●
●●●
●●
●●●
●●
●●
●●
●●●●●●●●●●
●●
●●
●●●●
●●●●
●
●
●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.85, ζ = 2.03, Filter 1 = 2.79, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
xxxx
x x xx
HD , 2009−09−29
●●
●
●
●
●
●●
●
●●●
●
●
●●
●●●●●●
●
●●
●●
●
●
●●●●
●●●
●
●●
●●
●●
●
●●●●
●●●●
●●●●
●●●
●●●
●●●●●●●●
●●
●
●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.33, ζ = 2.07, Filter 1 = 2.71, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x x x x xxx
x
x
xx
HD , 2009−09−30
●●
●
●●
●
●
●
●
●●
●
●
●●●●●
●
●
●●●
●●
●●
●●
●
●●
●
●●●●●●
●●●
●
●●●●
●●
●●●
●●●●
●●
●
●●
●
●
●●●
●●
●●
●●●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.76, ζ = 2.18, Filter 1 = 2.97, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x
x
xx x x
x xxxx
HD , 2009−10−01
●●
●●
●●●
●
●●
●●
●
●●●
●●●●
●
●
●
●
●
●●●
●●
●
●
●
●
●
●
●
●
●
●●
●●
●
●
●
●●
●●●●●●●
●●●●●
●●●
●
●
●
●
●
●●
●●●
●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.79, ζ = 2.32, Filter 1 = 4.58, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x
x
xx
HD , 2009−10−02
●
●
●
●
●
●
●●
●●
●●●
●
●
●●●●
●●
●
●
●●
●●●
●●●●●●
●●●
●●●
●●●●
●
●●●●
●●●●●
●●●●●●
●●●●●
●●●
●●
●●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.26, ζ = 1.7, Filter 1 = 2.37, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xxxx x x xx
xx
HD , 2009−10−05
●
●
●
●●
●●
●●
●●
●●●●●●●●
●●●●
●●●●●●●●●
●●
●●●
●●
●●●
●
●●
●●
●●●
●
●
●●●●
●
●
●●●
●
●●●●●●
●
●●
●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.45, ζ = 1.92, Filter 1 = 2.6, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x x xxx x
x
HD , 2009−10−06
●
●
●
●
●●●
●●
●●
●
●●
●●●●
●
●●
●●●
●
●●●●●●
●●●●
●
●
●●
●
●●
●
●
●●●●●
●●●
●●
●●
●●
●●
●●●●
●●●●●●
●●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.81, ζ = 1.93, Filter 1 = 2.58, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xxxxxx x xx x x
xxxx
HD , 2009−10−07
●
●●
●●
●●
●
●●●●
●●
●●●
●●
●●●●
●●●
●●
●●●●●
●●●
●●●
●●●
●●●●●●●
●●
●●
●
●●
●●
●●●
●●●
●
●●
●●
●●●
●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.91, ζ = 2.09, Filter 1 = 2.66, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x xx xxxx
xx
HD , 2009−10−08
●
●●
●
●●
●
●●
●●●●●●●
●●●●
●●●
●
●
●●●●●
●●
●●
●●
●●
●●●●
●●
●●
●●●●●
●●●
●●
●
●●
●●
●●
●●●●●●●
●●
●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.69, ζ = 1.81, Filter 1 = 2.31, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx
x xx xxxxx
xx
HD , 2009−10−09
●
●
●
●
●●●●
●
●●
●●●●
●
●●
●
●●●
●
●●
●●●●●●●
●●●
●
●●
●●
●
●●
●●●
●
●●●
●
●●
●
●
●●●
●
●
●●●
●●
●●
●
●
●●●
●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.23, ζ = 1.7, Filter 1 = 2.83, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xx
x
x x
HD , 2009−10−12
●
●
●
●
●●
●
●●
●●
●
●●●●
●●●●●●●●
●●
●●
●●
●●●●
●
●●
●●●●●
●●●
●●
●
●●
●
●
●●●
●●●
●●●●●●
●●●
●●●
●●
●
●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.04, ζ = 2.02, Filter 1 = 2.57, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x xx x x x xxxx
x
HD , 2009−10−13
●
●
●●●
●
●●
●●
●●●
●
●●
●●●●
●●●●●●
●●
●
●●●●●●●●●●
●●●●●
●●
●●●●●●
●●●●
●●●
●
●●
●●●●●●●
●●●●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.23, ζ = 2.19, Filter 1 = 2.7, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx x x xxxx
HD , 2009−10−14
●
●●
●●●
●
●
●●●●●●
●
●●●●
●●●
●
●
●●
●
●●●
●●●
●●●
●●
●●●●
●●●
●●●●●●●●●
●●●
●●
●●●
●●●●●●●
●●
●●●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.76, ζ = 1.74, Filter 1 = 2.39, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x xx
x xx
HD , 2009−10−15
●
●
●●
●
●
●●
●●
●●●●●●●
●
●●
●●
●●
●●●●
●●●●●●●
●●
●●●
●●●
●●●
●●●●
●●●●
●●
●●●●●
●●
●●
●●●●●
●●
●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.55, ζ = 2.02, Filter 1 = 2.54, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x
xxxx x x xxx
x
HD , 2009−10−16
●
●●
●●●●
●●●
●●●
●
●
●●●●
●●●
●●●●●●
●
●●●●
●●●●
●●
●
●●●
●●
●
●●
●
●●●
●●
●
●
●●●●●
●●●●●●
●
●●●
●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.4, ζ = 1.66, Filter 1 = 2.14, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x x
x
x x x x x x x xxxx
HD , 2009−10−19
●
●
●●●
●●
●●
●●
●●●●●●
●●
●●
●
●●●●
●●●●
●●
●●●
●●●●●●●
●●●
●
●●
●
●●●●
●●●
●●
●●●
●●●●●
●●
●●●
●●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 12.93, ζ = 1.82, Filter 1 = 2.25, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x xx x x x x x xxx
HD , 2009−10−20
●
●●●
●●●●
●●●●●
●●●●
●●●●
●●●●●
●●
●●
●●●●●
●●●●
●●●●
●●●●●●
●●●
●
●
●●
●●●
●●●●
●
●●●●●
●●
●
●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.24, ζ = 2.17, Filter 1 = 2.61, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xxx x xx xx xxx
xxxxxx
HD , 2009−10−21
●
●
●●
●●
●
●●●●
●●
●●●●●●●
●●●●
●●●●●
●●●●
●●●●●●
●●
●●
●●●●●
●●
●●●
●●
●●●
●●●●
●●●●
●●●
●●●●
●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.71, ζ = 2.07, Filter 1 = 2.69, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x xxxxx
xxx
HD , 2009−10−22
●
●
●●
●
●
●●
●●
●
●
●●
●●
●●●
●●
●●●●
●●●●
●
●
●●
●●
●
●●
●
●●●●●
●●●●
●●●●●
●●
●
●●
●
●●●
●●
●
●●●
●●●●●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.25, ζ = 2.19, Filter 1 = 2.98, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
xx
x x x xxx
HD , 2009−10−23
●
●●●
●●●
●●●
●●●●
●●
●●
●
●●●●
●
●●
●●
●
●
●
●
●●●
●
●●●
●●●
●●
●
●●●●●
●
●
●●●●●
●
●
●●●
●
●
●●
●●●
●●
●●
●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.05, ζ = 2.32, Filter 1 = 2.95, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xxxxx
xxx x x x x x
x
HD , 2009−10−26
●
●●
●●
●
●
●●
●●
●
●
●
●
●●●
●●
●
●
●
●●
●●●
●●●
●●
●●●●
●●●
●
●●●
●●●
●
●
●
●●
●●
●●●●●●●●●
●●●●●
●
●
●
●●
●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.98, ζ = 2.27, Filter 1 = 2.83, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xx
x
xx
x x x x xx
x xx
HD , 2009−10−27
●●●●
●
●
●
●
●●
●●
●●●●
●●●
●
●
●●●●●
●
●●
●●●●●●●●●●
●●
●
●
●●●●●
●●●
●●●
●●●
●●
●●●
●●
●●
●●●●●●
●
●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.14, ζ = 2.31, Filter 1 = 3.18, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx x x
xx xx
x xx x
HD , 2009−10−28
●
●
●●●
●●●●
●●
●●●●
●
●●
●●●●
●●
●●
●●
●●
●●
●●●
●
●
●●●●
●●
●●
●●
●●
●●
●
●●●●
●
●●●●
●
●
●
●
●●●●●
●●
●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.75, ζ = 2.08, Filter 1 = 2.74, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxxx xxx x x xx
x
HD , 2009−10−29
●
●
●
●
●●●
●●●
●●●
●
●
●
●●●●
●●●
●
●
●
●●
●●
●●●
●●
●●
●
●
●
●●
●●●●●●●●●
●●●●
●●●
●●●
●
●●
●
●●
●●●
●
●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.52, ζ = 2.82, Filter 1 = 3.57, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx x x x x
x
x
HD , 2009−10−30
●
●
●
●
●
●
●
●●
●●●●
●●
●●●●
●●
●●
●
●●
●●●
●●
●●
●●
●
●
●
●●
●
●●
●●
●●●
●●
●
●
●
●●
●
●●
●●
●
●●●●
●●●●●●
●●
●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.2, ζ = 2.52, Filter 1 = 3.37, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx
x
xxx x x x xx
HD , 2009−11−02
●
●
●●
●
●
●
●
●●
●
●
●●
●●
●
●●
●
●●●
●
●●
●
●
●●
●●●
●
●●●
●●●
●
●●
●●●
●●●●●
●●●
●●
●
●●
●●●●●●
●
●
●●
●
●
●●
●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.71, ζ = 2.48, Filter 1 = 3.38, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx
x
xxx x
x x x x
x
x
HD , 2009−11−03
●
●
●
●
●
●
●
●●●●
●●
●●●●●●●●●
●●●
●●●
●●●
●
●●
●●
●●●
●●
●
●
●●●
●●
●●●●●●●●
●
●
●
●●
●
●
●●
●
●
●●
●●●
●
●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.95, ζ = 2.13, Filter 1 = 3.15, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
x
xx
x
xxx x xx
xx xxxx
x
HD , 2009−11−04
●
●
●
●●
●
●
●
●
●
●
●
●
●
●
●
●
●
●
●
●
●
●
●
●
●
●
●●
●
●
●
●●
●●
●
●
●●●●
●
●●
●●●●
●●●
●●●●
●●●●●
●●●●
●●●●●
●●●
●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.06, ζ = 2.26, Filter 1 = 9.71, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
xxx
x
x
x
x
x
HD , 2009−11−05
●
●●
●●
●●
●
●●
●
●
●●●●
●
●●
●
●●
●●●●
●●
●●
●
●
●
●
●●●●●
●
●
●
●●
●●●●●●
●●
●●
●●●●●
●
●●●●
●●
●●●
●●●
●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.06, ζ = 2.19, Filter 1 = 3.09, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx xxxx
x x xxx
HD , 2009−11−06
●●
●
●●
●
●●●●
●●
●
●●●●
●●●
●●●●
●●
●●
●●●●●●●●
●●
●●●●
●
●
●●●
●●●
●●●
●●●●●●
●●●●
●●●●
●●●●●●●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.27, ζ = 1.99, Filter 1 = 2.47, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x x x x x x x x xxxxxx
HD , 2009−11−09
●
●●
●●
●●●●
●●●●●●●●●●●
●●●
●
●●
●
●●●●
●
●
●●
●●
●●●●
●●
●●
●
●●●●●●●●
●
●
●●
●●
●●
●
●●
●
●●
●●
●●
●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.84, ζ = 2.2, Filter 1 = 2.99, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x xx
x x xxx xxx x
HD , 2009−11−10
●
●●
●●
●
●
●
●●
●●●●●●
●●
●●●●
●●●
●●●
●●
●●●●●
●●
●●●●●●
●
●●
●●
●
●
●
●●
●●●●
●
●●
●
●
●
●●
●
●
●
●●
●●
●●●
●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.07, ζ = 2.05, Filter 1 = 2.93, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x x xxxxx x
x
x
xx
x
x
HD , 2009−11−11
●●
●
●●●
●
●
●
●●
●●●●
●●●●
●●●●●
●
●●●●
●
●●
●●
●●
●●
●●
●●
●
●
●●●
●●●
●
●●
●●
●●●
●
●●●
●
●●●●●●●●●
●●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.78, ζ = 2.32, Filter 1 = 3.22, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x xxxx x x
x
HD , 2009−11−12
●
●
●
●●
●
●●●
●●●
●●●●
●●●
●●●
●●
●
●
●●
●●●●
●
●●●●
●●
●
●●
●
●●
●●●●●●●●●
●
●●
●●
●
●●●●
●●
●
●●
●
●●
●●
●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.84, ζ = 2.13, Filter 1 = 2.88, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x xx
xx
x
x x
HD , 2009−11−13
●
●
●
●●●
●
●●●
●
●●
●
●●●
●
●●●●●●●
●
●●
●●●●●
●
●●
●
●●
●●●
●●●●●●
●
●●
●●●●●
●
●●●
●
●●●●
●●
●●
●●●●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.78, ζ = 2.09, Filter 1 = 2.84, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx
x xxx x x xx
x
HD , 2009−11−16
●●
●
●●
●●
●
●
●
●●●●
●●
●
●●
●●●
●
●●●
●●●●
●●
●●
●●●
●●
●
●
●●
●●●●●●●●●●●●●●
●●
●●●
●
●●
●●●●
●●●●
●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.65, ζ = 2.25, Filter 1 = 3.56, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x xx x
x
xx
x
x
HD , 2009−11−17
●
●●
●●●●
●●●
●●
●
●●●
●●●●●
●
●●●●●
●●●
●
●●●●●●
●●●●
●●●
●●●●●
●
●●●●●
●●●●●
●●●
●●●●
●●●●
●●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.32, ζ = 2.11, Filter 1 = 2.61, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
x x xxx x xxxxxxx xxx
HD , 2009−11−18
●
●
●
●
●
●
●
●●●
●
●●●
●●●●●●
●●●●
●●●●●●●
●●●●●
●●●
●●●●●●
●●●●●
●●●●●
●●
●
●●
●●
●●●
●
●
●●●●●
●
●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.25, ζ = 1.87, Filter 1 = 2.38, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
xxxxx xx x x x x xxxx
x xx
x
HD , 2009−11−19
●
●
●●
●●
●●●
●
●
●●●
●●●●
●●●
●●●
●●●
●●●●●●
●
●
●●●●
●●
●●●●●
●●●●
●●●●●
●●●●●
●●●
●
●●●●
●●
●
●●
●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.39, ζ = 2.13, Filter 1 = 2.56, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x x x x x x xxxxxxx
x
HD , 2009−11−20
●●●●
●●
●
●●
●
●●●●●●
●●●●●●
●●●●●
●
●●●●●●●
●●
●●
●
●●
●
●●●
●
●●●●
●●●●
●●
●●●●●
●
●●●●●●●●●●
●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.72, ζ = 1.99, Filter 1 = 2.64, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x xxx
x
HD , 2009−11−23
●●●●●
●
●
●
●●
●
●
●
●●
●
●
●●
●●●
●●
●●
●●●●
●
●
●●●●
●●
●●●
●●
●●●●●●
●●●
●●●●●●●●●●●
●●●
●●●●
●●
●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.16, ζ = 1.85, Filter 1 = 2.56, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x x x x xxx x
x
HD , 2009−11−24
●
●●
●●●
●●
●●●
●
●●●●●●
●●●
●●
●●
●●●●
●
●●●●●
●●
●
●●
●●●●●●●●●●
●●●
●
●
●
●●
●●●●●
●●●
●●●●●
●●●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.49, ζ = 1.78, Filter 1 = 2.4, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx xx
x x x xxx
HD , 2009−11−25
●
●
●●●
●●
●●
●●
●●
●●
●●
●●●●
●●
●●●●
●●●●●
●●●
●●●
●●
●
●
●●
●●
●
●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.53, ζ = 2.06, Filter 1 = 2.64, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x x xxx x
HD , 2009−11−27
●●
●
●
●
●
●
●
●●●
●●
●●●●●●●
●●●●
●
●●
●●●
●●
●●●●
●●●
●●●
●●●●
●●●
●●
●●●●●
●●●●●●
●●●●
●●●
●●●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.66, ζ = 2.04, Filter 1 = 3.03, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
xx x
x
HD , 2009−11−30
●
●
●
●
●●
●
●●●●●●
●●●
●●●●
●●●●
●
●
●●●
●
●
●●
●
●●
●●●
●●●●●●●●●●●●
●
●●●●
●
●●
●
●
●●●
●
●●●
●●●●●
●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.45, ζ = 2.08, Filter 1 = 2.63, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x x xxx x
x
HD , 2009−12−01
●
●
●●
●●
●●●
●
●●
●●
●●●
●
●
●
●
●
●
●●●●
●●●●●
●●
●
●●●●●●
●●
●
●●●●●
●
●●●●●
●●
●
●●
●
●
●●●
●●●●●●
●●●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.72, ζ = 1.78, Filter 1 = 2.35, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xx x x x x x
x
xxx x x x
HD , 2009−12−02
●
●●
●●
●
●
●●●●
●
●
●●
●●
●●●●
●●●
●
●●
●●●
●●●
●●
●●
●●●●
●●●
●●
●●
●●●●●●
●●●●●●●
●●●
●●●●
●●
●●
●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.1, ζ = 2.03, Filter 1 = 2.52, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
x
xxxx x xx xxxx
x xxx
HD , 2009−12−03
●
●
●
●●●
●●
●
●●●●●
●●
●●●
●●
●●●
●●●
●
●●●●●●●●●
●●●●
●
●
●●●
●●●●●
●●
●●
●
●●
●●
●●●●
●●●
●●
●●●
●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.34, ζ = 2.1, Filter 1 = 2.84, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xxx x
x
x xxx
HD , 2009−12−04
●
●●
●●●
●
●●●
●●●
●
●●●
●
●
●●●●
●●●
●
●●
●●
●
●●
●
●●
●●●
●●
●●●
●●●●●●●
●●●●●●●
●●
●
●●
●●
●●●
●
●
●●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.03, ζ = 1.87, Filter 1 = 2.47, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x x xxx x
xxx
HD , 2009−12−07
●
●
●●
●●
●
●
●●
●
●
●
●●●●●
●●●●●●
●
●
●●●●
●●●●●●
●●●●
●●●●●
●●
●●●●
●●●
●●●●
●
●●●●●
●●
●●●●
●●
●●●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 5.51, ζ = 1.99, Filter 1 = 2.54, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x xxx
xxx
xx
HD , 2009−12−08
●
●
●
●●
●●
●
●●
●
●
●
●●●
●●●●
●
●
●●
●●●
●
●●●
●●●●●
●
●
●●●●
●
●●●●
●●●●●●●●●●
●●●●●●●●
●●
●
●●●
●●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 2.38, ζ = 1.97, Filter 1 = 2.57, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xx x
xxxx
x
x xxxx
x x
HD , 2009−12−09
●
●
●●
●●●
●●●
●●●
●
●
●●●●●
●●
●●●
●●
●●●●
●●●
●●●
●●●●●
●●●●
●●●●●
●●●●●●●●●
●●●●●●
●●
●●
●●
●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.44, ζ = 1.69, Filter 1 = 2.27, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xxx x
x xxx
xx
x
HD , 2009−12−10
●
●●●
●
●
●●●●●
●
●●●
●●●●●●●
●●●●●
●●●●●
●●
●●
●●●
●
●●●●●
●●●
●●●
●●●●●
●●●●●
●●
●●
●●
●●●●●
●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.25, ζ = 1.64, Filter 1 = 2.14, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x xx x x xxxxxx
xxx
HD , 2009−12−11
●●●
●
●●●
●
●●●●●●●●●
●●●●●●●
●●●●
●●
●●
●
●●
●●
●●
●●●●●
●●●
●●●●●●●●●●
●●●●
●●
●●●
●●
●
●●
●●●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.28, ζ = 1.85, Filter 1 = 2.31, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xxxxx x x x xx x xx
xx
HD , 2009−12−14
●
●●●●
●●●
●●●●●●●
●●●●●
●●●●●●
●●
●●●●
●●
●●
●●●
●●●●●●
●●●●●●
●●●●●●●
●
●●●●
●●
●●
●●●
●●●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.81, ζ = 1.72, Filter 1 = 2.36, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx xxx x x xx
x
HD , 2009−12−15
●
●●
●●
●●●
●
●
●
●●●
●
●●●
●●●●●●
●
●●●●●
●●●
●●●
●
●●●●●●●●●●
●●
●●
●●
●●●●
●
●●
●●
●●●●●
●●●●●●
●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.34, ζ = 1.85, Filter 1 = 2.62, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x x xx
x xx
HD , 2009−12−16
●
●●●●
●●
●●
●
●●●
●●
●●●●●●●●
●
●●●●●●
●●●
●●●●●●
●●●●
●
●●●●
●●
●●●
●●●●●●●
●
●
●●●●●
●●●
●
●●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.16, ζ = 1.61, Filter 1 = 1.95, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
x x x
x
x x xx
xxxxx
xxx
HD , 2009−12−17
●●●
●●●●
●●●
●●●●●
●●●●
●●●
●●●
●
●●●
●
●●●
●●●●●●
●●●●●
●●●
●●
●●●●●
●
●
●
●●●●●●●●
●●●●●
●●
●●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 2.83, ζ = 1.8, Filter 1 = 2.36, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xxx xxxxxxxx
HD , 2009−12−18
●
●●●●
●
●
●●
●●●
●●●
●●
●●
●●●●●●●●●●●
●●●●
●●
●●●●
●●●●●
●●●
●
●●●●
●●●●●
●●●●●●●●
●●
●
●
●
●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.39, ζ = 1.61, Filter 1 = 1.92, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
x xxx x x x x x x xxxxx
xx
HD , 2009−12−21
●
●
●
●●●
●
●●●●
●●●
●
●
●
●
●
●●●●●
●●●
●●●
●●●●●
●●
●●●●●●●●
●
●
●●●
●●●●●●●
●●●●
●
●●●●●●●●●●
●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.7, ζ = 1.81, Filter 1 = 2.48, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x
x xx
HD , 2009−12−22
●
●
●
●●●
●
●
●●
●●
●●
●
●●
●
●●●●●●
●●●
●●
●●
●●●
●●●●
●●●●●
●●
●●●
●●●●●●●●●●
●●●
●●●
●●
●●●●
●●●
●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.17, ζ = 1.65, Filter 1 = 2.14, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
xx
xxxx x x x xxxxx
HD , 2009−12−23
●
●
●●
●●●
●●●
●●●●
●●
●●●
●●
●●●●●●
●
●●●●●●●●
●●●
●●●
●●●
●
●●●●
●
●●●●●●●●●●●●●●●●●●●●●●●●●●●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.15, ζ = 1.61, Filter 1 = 2.11, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xx x xx
HD , 2009−12−24
●
●●
●●●
●●●●●
●
●●●●●●●
●●
●●●
●●●●●●●●●●●
●●
●●●●
●●●●●●●●●
●●●
●●●●●●
●●●●
●
●●●●
●●●
●
●
●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.58, ζ = 1.43, Filter 1 = 1.79, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x x x x xx x xxxx
xx
HD , 2009−12−28
●
●●
●
●
●
●●●●
●●
●●●●●●
●●●●●
●●●
●●
●●
●●●●
●●
●●●●
●
●●
●●●●
●●●●
●●●
●●●●●●●●●
●
●
●
●●●●●
●
●●
●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 4.07, ζ = 1.31, Filter 1 = 1.71, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
x
x x x x x x x xxxxxx
HD , 2009−12−29
●
●
●
●
●●●●●
●●●
●●●●
●●●●
●●●●●●●●●●
●●●●●
●●●●
●●●●●
●●●●●●●●●
●●●
●●
●●
●●●●●●●●●●●●
●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 3.47, ζ = 1.36, Filter 1 = 1.78, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx xxxx xxxxx
x
HD , 2009−12−30
●
●●
●●●
●●●●●
●
●●●
●●●●●
●●●●
●
●
●●●
●●●
●●●●●
●●
●●●
●●●
●
●●●●●●
●●●
●●●
●●●
●●●●●●●●●●●●
●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 2.66, ζ = 1.46, Filter 1 = 1.92, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xxxx
x
HD , 2009−12−31
![[click here for most updated draft] - UCLA Economics](https://img.dokumen.tips/doc/110x75/61e7343d50c05a572c708df5/click-here-for-most-updated-draft-ucla-economics.jpg)
