List of Figures

Figure 1.1Simulated scatter plots for a bivariate case. (A) 100 simulated observations linear relation; (B) 100 simulated observations linear relation; (C) 100 simulated observations independent variables; (D) 100 simulated observations quadratic relation19
Figure 1.2Scatter plots to investigate the linearity assumption. (A) Scatter plot between the dependent variable and the fitted values; (B) scatter plot between the dependent variable and the residuals20
Figure 1.3Scatter plot matrix21
Figure 1.4Output of a CUSUM for a break in the market Model Beta25
Figure 2.1Plots of two times series with alternative persistence properties and their comparison44
Figure 2.2Plot of data simulated from a Gaussian WN process44
Figure 2.3Correlograms ...

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