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@@ -213,7 +213,7 @@ $$ -->

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$$

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Z_t(Y(\omega)) := \left.

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Z_t(Y(\omega)) :=

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\begin{cases}

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\ 1 & \text{if } Y_t(\omega)< Y_{t-1}(\omega)< Y_{t-2}(\omega) \geq Y_{t-3}(\omega) \\

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0 & \text{otherwise}

@@ -248,7 +248,7 @@ $$ -->

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$$

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T_t(Y(\omega)) := \left.

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T_t(Y(\omega)) :=

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\begin{cases}

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\ 1 & \text{if } Y_{t-2}(\omega)> Y_{t-1}(\omega) > Y_{t}(\omega) \ \text{and } \ Y_{t}(\omega) < Y_{t+1}(\omega) < Y_{t+2}(\omega) \\

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\ -1 & \text{if } Y_{t-2}(\omega)< Y_{t-1}(\omega) < Y_{t}(\omega) \ \text{and } \ Y_{t}(\omega) > Y_{t+1}(\omega) > Y_{t+2}(\omega) \\

@@ -270,7 +270,7 @@ $$ -->

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$$

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P_t(\omega) := \left.

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P_t(\omega) :=

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\begin{cases}

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\ 1 & \text{if } T_t(\omega)=1 \ \text{or} \ T_{t+1}(\omega)=1 \\

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0 & \text{otherwise}

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