Professor Seppo Pynnonen
Department of Mathematics and Statistics, University of Vaasa
Working Papers
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Pynnonen, Seppo (2010). The joint distribution of a linear transformation of internally studentized least squares residuals, Working Papers of the University of Vaasa, Department of Mathematics and Statistics, 16. [Abstract (pdf)] [Full paper (pdf)]
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Kolari, James and Seppo Pynnonen (2009). Testing Cumulative Abnormal Returns in Event Studies with Rank Test Using Generalized Abnormal Returns
SSRN Working Papers.
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Kolari, James and Seppo Pynnonen (2005). Event-study methodology:
Correction for cross-sectional correlation in standardized
abnormal return tests. Working Papers of the University of Vaasa,
Department of Mathematics and Statistics, 9.
[Abstract (pdf)]
[Full paper (pdf)]
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Knif, Johan, James Kolari, and Seppo Pynnonen (2005). What drives
correlation between stock market returns? International Evidence.
Working Papers of the University of Vaasa, Department of Mathemaics and Statistics, 8.
[Abstract (pdf)]
[Full paper (pdf)]
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Pynnonen, Seppo, Jonathan Batten, and Warren P. Hogan (2004) Dynamic Equilibrium Correction
Modelling of Credit Spreads. The Case of Yen Eurobonds.
Available at SSRN
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Kallunki, Juha-Pekka, Jorma Larimo and Seppo Pynnönen (2000). The
impact of foreigen direct investments on the profitability and stock
returns of Finnish firms. Proceedings of the University of Vaasa,
Discussion Papers.
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Pynnönen, Seppo and Juuso Vataja (1999). PPP during the present
float. Further evidence using efficient tests. Proceedings of the
University of Vaasa, Discussion Papers. 261, 12p.
Abstract
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Knif Johan and Seppo Pynnonen (1998). Common Short-Term Volatility on
International Stock Markets. Working Papers 389, Swedish School of
Economics and Business Administration.
Abstract
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Kallunki, Juha-Pekka, Jorma Larimo and Seppo Pynnönen (1998). Value creation in foreign direct investments. Proceedings of the University of Vaasa. Discussion Papers 243. Abstract
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Pynnonen, Seppo and Juuso Vataja (1997). Bootsrap testing for cointegration of international commodity prices. Proceedings of the University of Vaasa. Discussion Papers 227, 22p. [Abstract]
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Knif, Johan and Seppo Pynnonen (1997). Local and global price memory of international stock markets. Proceeding of the University of Vaasa. Discussion Papers 213. Abstract
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Laitinen, Erkki K., Martti Luoma and Seppo Pynnonen (1996). Bankruptcy risk as a signal to reorganization of a company. Proceedings of the University of Vaasa, Discussion papers. [Abstract]
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Larimo, J. and Pynnonen, S. (1996). Factors affecting ownership arrangement in foreign direct investments. Proceedings of the University of Vaasa, Discussion Papers 191. Abstract
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Pynnonen, S., J. Knif, and M. Luoma (1994). A new look at the volatility information flows between stock markets; A case of two Nordic stock exchanges. Proceedings of the University of Vaasa. Discussion Papers, 167.
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Pynnonen, S. (1992). Detection of outliers in regression analysis by information criteria. Proceedings of the University of Vaasa. Discussion Papers 146. [Abstract] [ full paper (pdf)]
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Pynnonen, S. (1992). Testing for redundancy of variables in Quadratic discriminant analysis. Proceedings of the University of Vaasa. Discussion Papers 145.
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Pynnonen, S. (1988). Testing for homogeneity of several multivariate regression models. Proceedings of the University of Vaasa. Discussion Papers 93.
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Pynnonen, S. (1986). Selection of variables in linear discriminant analysis by information criteria. Proceedings of the University of Vaasa, Discussion papers 81.
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Tuovila, O. ja Pynnonen, S. (1985). Taloudellisten aikasarjojen yhteydessa havaituista ongelmista eraassa paataksentekotilanteessa. Proceedings of the University of Vaasa, Discussion papers 71.
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Pynnonen, S. (1985). Stepwise model selection based on information criteria. Proceedings of the University of Vaasa. Discussion papers 74.
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Pynnonen, S. (1984). A consistent criterion for estimating the dimension of a model. Proceedings of the University of Vaasa. Discussion papers 59. [Full paper (pdf)]