R. Sufana

Finance · 2003–2010

A researcher in the Science corpus: 4 papers; trusts 9 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

• Finance — 34 citations into it; #1,267 of 10,518 by trust here, #2,555 by citations
• Economics and Econometrics — 22 citations into it; #3,582 of 23,481 by trust here, #8,853 by citations

Whom R. Sufana trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Christian Gouriéroux
2. Oliver Pfaffel
3. Martino Grasselli
4. Claudio Tebaldi

Who trusts R. Sufana overall

1. J. D. da Fonseca
2. Christian Gouriéroux
3. Martino Grasselli
4. Claudio Tebaldi
5. Xin Jin
6. Alain Monfort
7. Andrew Ang
8. Drew D. Creal
9. Christian Pigorsch
10. John M. Maheu

Papers from R. Sufana's perspective

Ordered by how strongly the researchers R. Sufana trusts endorse each paper. Same corpus, a different order for every researcher.

1. SOLVABLE AFFINE TERM STRUCTURE MODELS
2. The Wishart Autoregressive Process of Multivariate Stochastic Volatility
3. Wishart Processes
4. Specification Analysis of Affine Term Structure Models
5. Whishart Quadratic Term Structure Models
6. Autoregressive Gamma Processes
7. A test for constant correlations in a multivariate GARCH model
8. Time Series: Theory and Methods (2nd ed.).
9. Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
10. Gaussian and Non-Gaussian Linear Time Series and Random Fields

Their papers

• The Wishart Autoregressive Process of Multivariate Stochastic Volatility (2009) — 318 citations
• Derivative Pricing with Multivariate Stochastic Volatility: Application to Credit Risk (2004) — 68 citations
• Derivative Pricing With Wishart Multivariate Stochastic Volatility (2010) — 95 citations
• Whishart Quadratic Term Structure Models (2003) — 77 citations