Concepedia

Razvan Sufana

RS

Statistics

Publications

9

Citations

690

H-Index

9

Active since

2003

Affiliations

University of Toronto(Current)

York University

Centre de Recherche en Économie et Statistique

National Bureau of Economic Research

ENSAE Paris

Razvan Sufana is an author at University of Toronto specializing in business, finance, and asset pricing.

Top concepts

Publications per year

2003–2011

9

Publications

9

The Wishart Autoregressive process of multivariate stochastic volatility

Christian Gouriéroux, Joann Jasiak, Razvan Sufana · Journal of Econometrics · 2009 · 302 citations

, , +6

Derivative Pricing With Wishart Multivariate Stochastic Volatility

Christian Gouriéroux, Razvan Sufana · Journal of Business and Economic Statistics · 2010 · 106 citations

, , +12

Wishart Quadratic Term Structure Models

Christian Gouriéroux, Razvan Sufana · SSRN Electronic Journal · 2003 · 97 citations · Full text

Derivative Pricing with Multivariate Stochastic Volatility: Application to Credit Risk

Christian Gouriéroux, Razvan Sufana · SSRN Electronic Journal · 2004 · 59 citations · Full text

Discrete time Wishart term structure models

Christian Gouriéroux, Razvan Sufana · Journal of Economic Dynamics and Control · 2011 · 31 citations

, , +1

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