Razvan Sufana

704 total citations
7 papers, 396 citations indexed

About

Razvan Sufana is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Razvan Sufana has authored 7 papers receiving a total of 396 indexed citations (citations by other indexed papers that have themselves been cited), including 6 papers in Finance, 3 papers in Economics and Econometrics and 1 paper in General Economics, Econometrics and Finance. Recurrent topics in Razvan Sufana's work include Financial Risk and Volatility Modeling (5 papers), Credit Risk and Financial Regulations (4 papers) and Stochastic processes and financial applications (4 papers). Razvan Sufana is often cited by papers focused on Financial Risk and Volatility Modeling (5 papers), Credit Risk and Financial Regulations (4 papers) and Stochastic processes and financial applications (4 papers). Razvan Sufana collaborates with scholars based in Canada, France and United States. Razvan Sufana's co-authors include Christian Gouriéroux, Joann Jasiak and Alain Monfort and has published in prestigious journals such as Journal of Econometrics, Journal of Business and Economic Statistics and Journal of International Money and Finance.

In The Last Decade

Razvan Sufana

7 papers receiving 378 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Razvan Sufana Canada	6	359	154	71	62	37	7	396
Martin Larsson United States	9	362 1.0×	171 1.1×	39 0.5×	52 0.8×	56 1.5×	39	437
Rolf Poulsen Denmark	13	380 1.1×	167 1.1×	73 1.0×	81 1.3×	35 0.9×	43	465
Tina Hviid Rydberg United Kingdom	8	399 1.1×	209 1.4×	42 0.6×	48 0.8×	68 1.8×	10	476
Ann De Schepper Belgium	14	279 0.8×	116 0.8×	29 0.4×	102 1.6×	38 1.0×	44	397
Emmanuelle Clément France	7	295 0.8×	80 0.5×	44 0.6×	54 0.9×	54 1.5×	18	332
Masaaki Fukasawa Japan	13	477 1.3×	247 1.6×	44 0.6×	53 0.9×	51 1.4×	40	523
Tai‐Ho Wang United States	10	340 0.9×	113 0.7×	39 0.5×	56 0.9×	42 1.1×	33	444
Christa Cuchiero Austria	11	263 0.7×	75 0.5×	20 0.3×	34 0.5×	23 0.6×	25	315
Robert L. Kimmel United States	7	743 2.1×	251 1.6×	179 2.5×	90 1.5×	72 1.9×	11	796
Martino Grasselli Italy	14	570 1.6×	139 0.9×	29 0.4×	170 2.7×	36 1.0×	52	607

Countries citing papers authored by Razvan Sufana

Since Specialization

Citations

This map shows the geographic impact of Razvan Sufana's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Razvan Sufana with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Razvan Sufana more than expected).

Fields of papers citing papers by Razvan Sufana

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Razvan Sufana. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Razvan Sufana. The network helps show where Razvan Sufana may publish in the future.

Co-authorship network of co-authors of Razvan Sufana

This figure shows the co-authorship network connecting the top 25 collaborators of Razvan Sufana. A scholar is included among the top collaborators of Razvan Sufana based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Razvan Sufana. Razvan Sufana is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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7 of 7 papers shown

1.

Gouriéroux, Christian & Razvan Sufana. (2011). Discrete time Wishart term structure models. Journal of Economic Dynamics and Control. 35(6). 815–824. 23 indexed citations

2.

Gouriéroux, Christian, Alain Monfort, & Razvan Sufana. (2010). International money and stock market contingent claims. Journal of International Money and Finance. 29(8). 1727–1751. 17 indexed citations

3.

Gouriéroux, Christian & Razvan Sufana. (2010). Derivative Pricing With Wishart Multivariate Stochastic Volatility. Journal of Business and Economic Statistics. 28(3). 438–451. 66 indexed citations

4.

Gouriéroux, Christian, Joann Jasiak, & Razvan Sufana. (2009). The Wishart Autoregressive process of multivariate stochastic volatility. Journal of Econometrics. 150(2). 167–181. 179 indexed citations

5.

Sufana, Razvan. (2008). A Classification of Two-Factor Affine Diffusion Term Structure Models. SSRN Electronic Journal. 1 indexed citations

6.

Gouriéroux, Christian & Razvan Sufana. (2004). Derivative Pricing with Multivariate Stochastic Volatility: Application to Credit Risk. SSRN Electronic Journal. 38 indexed citations

7.

Gouriéroux, Christian & Razvan Sufana. (2003). Wishart Quadratic Term Structure Models. SSRN Electronic Journal. 72 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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