Professor Seppo Pynnonen
Department of Mathematics and Statistics, University of Vaasa
Some Papers Presented in Conferences
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Kolari, James and Seppo Pynnönen (2008). Generalized rank test for testing cumulative abnormal returns in event studies.
Abstract,
21st Australasian Finance & Banking Conference 2008, Sydney.
- Höholm, Kenneth, Johan Knif, and Seppo Pynnonen (2008). Common local asymmetry and day-of-the-week effect among EU equity markets, Multinational Finance Society Annual Conference 2008, Orlando FL.
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Nikkinen, Jussi and Seppo Pynnönen (2002).
The Weekend Effect on Implied Volatility in Option Valuation (pdf),
2002 FMA Annual Meeting, October 16--19, 2002 San Antonio Texas.
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Batten, Jonathan, Warren Hogan and Seppo Pynnonen (2002).
Modelling Credit Spreads on Yen Eurobonds (pdf),
2002 FMA Annual Meeting, October 16--19, 2002 San Antonio Texas.
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Knif, Johan and Seppo Pynnönen (1999). Asymmetric volatility spillovers across international stock markets.
FMA Annual Meeting 1999, Session 86.
Abstract.
- Kolari, James, Seppo Pynnönen and Antti Suvanto (1999).
Further evidence on the credit view: The case of Finland. European Finance
Association, EFA,
Annual Conference, 25--28 August, 1999, Helsinki Finland.
Session S2b: Bank crices
- Knif, Johan and Seppo Pynnönen (1998). Common Short Term Volatitlity on International Stock Markets. In The Fifth Annual Global Finance Yearbook, pp. 97--99. April 29--May 1, 1998, Mexico City. Synopsis
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Seppo Pynnönen (1996). Short term volatility changes and active portfolio management. In The third Annual Global Finance Conference pp. 90--91. April 4--6, 1996, Honolulu. Synopsis
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Johan Knif, Seppo Pynnönen, and Martti Luoma (1995). Common autocorrelation features of index returns from two Scandinavian stock markets. In Proceedings of the 17th meeting of the Western Decision Sciences, San Francisco April 1995. Abstract
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Pynnonen, S., and A. Kanto. (1993). On Factors Affecting Share Prices of Real Estate Companies: A Case of Helsinki Stock Exchange. Abstract in 1993 International Real Estate Conference, October 7-9, 1993, Mystic Connecticut.
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Pynnonen, S. (1988). Testing homogeneity of multivariate regression populations. Abstract in 18th European Meeting of Statisticians, August 22-26, 1988, Berlin, GDR, p. 200.
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Pynnonen, S. (1987). Likelihood ratio test for the additional information of variables in quadratic discriminant analysis. In ISI International Statistical Institute, 46th Session, Contributed Papers, 8-16 September, Tokyo 1987, pp. 357-358.
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Pynnonen, S. (1986). Stepwise variable selection in discriminant analysis using information criteria. In Second Catalan International Symposium on Statistics, 2, Contributed Papers, pp. 273-276.
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Pynnonen, S. (1985). Stepwise model selection based on information criteria. Proceed. Int. AMSE Conf. "Modelling Simulation", Monastir, Nov. 25-28, 1985, 1A, pp. 81--94.