Höglund, Rune

name

• Höglund, Rune

Authored works

• En tidsserieanalytisk studie av sambandet mellan räntefot och arbetslöshet
• Identification of multiple input transfer function noise models : a regression approach
• Modelling the heteroscedasticity of the Finnish stock index and stock index futures series
• Modelling VARMAX-processes by extended sample autocorrelation and linear regression techniques

Works contributed to

• Lead-lag relations and cointegration in two Scandinavian stock markets
• Multiple input transfer function noise modelling : a time and frequency domain algorithm
• On the heteroscedasticity of the Finnish cash and derivatives markets
• Statistics, econometrics and society : essays in honour of Leif Nordberg
• The Cartesian ARIMA search algorithm

Works about Höglund, Rune