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DEPARTMENT OF ECONOMICS FACULTY OF LIBERAL ARTS & PROFESSIONAL STUDIES |
Razvan Sufana
Ph.D.,
Assistant Professor
Contact
VH 1030
Department
of Economics
Phone:
(416) 736-2100 Ext. 66065
Fax: (416) 736-5188
Email:
rsufana at yorku.ca
Publications
Articles in refereed journals
“International
Money and Stock Market Contingent Claims,” with Christian Gourieroux and Alain
Monfort, Journal of International Money
and Finance, forthcoming.
“Derivative
Pricing with Wishart Multivariate Stochastic Volatility,” with Christian
Gourieroux, Journal of Business and
Economic Statistics, forthcoming.
“The
Wishart Autoregressive Process of Multivariate Stochastic Volatility,” with Christian
Gourieroux and Joann Jasiak, Journal of
Econometrics, 2009, 150 (2), 167-181.
“A Classification
of Two Factor Affine Diffusion Term Structure Models, ” with Christian Gourieroux, Journal of
Financial Econometrics, 2006, 4 (1), 31-52.
Book
Chapters
“Pricing with Wishart Risk Factors,” with Christian Gourieroux, in Handbooks in Operations
Research and Management Science, 2008, volume 15, 163-182, Eds. J. R. Birge and
V. Linetsky, North-Holland.