Pynnönen, Seppo

name

• Pynnönen, Seppo

Authored works

• A consistent criterion for estimating the dimension of a model
• A new look at the volatility information flows between stock markets : a case of two Nordic stock exchanges
• Bootstrap testing for cointegration of international commodity prices
• Bootstrap testing for small sample cointegration analysis
• Common long-term and short-term price memory on two Scandinavian stock markets
• Detection of outliers in regression analysis by information criteria
• Nordic metal industries : Finnish industry : investment research
• On estimating the dimension of a model
• PPP during the recent float : further evidence using efficient tests
• Selection of variables in linear discriminant analysis by information criteria
• Stepwise model selection based on information criteria
• Testing for additional information in variables in multivariate normal classification with unequal covariance matrices
• Testing for homogeneity of several multivariate regression models
• Testing for redundancy of variables in two group quadratic discriminant analysis

Works contributed to

• A heuristic method for dealing with the masking effect in linear regression
• An analysis of lead-lag structures using a frequency domain approach : empirical evidence from the Finnish and Swedish stock markets
• Bankruptcy risk as a signal to reorganization of a company
• Common short-term volatility on international stock markets
• Contributions to management science, mathematics and modelling : essays in honour of professor Ilkka Virtanen
• Factors affecting ownership arrangements in foreign direct investments
• Local and global price memory of international stock markets
• On factors affecting the share prices of real estate companies listed at Helsinki stock exchange
• Return, risk and distribution statistics of common stocks : applied to 50 securities listed on the Helsinki stock exchange 1980-1985
• Taloudellisten aikasarjojen yhteydessä havaituista ongelmista eräässä päätöksentekotilanteessa : jakauman vinouden vaikutuksesta optimaaliseen varautumiskassaan sekä havaintojen riittävyydestä arvioitaessa jakauman vinoutta
• Testing for common autocorrelation features between two Scandinavian stock markets
• The impact of foreign direct investments on the profitability and stock returns of Finnish firms
• Value creation in foreign direct investments

Works about Pynnönen, Seppo

• Contributions to mathematics, statistics, econometrics, and finance :