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Long Memory in Continuous-Time Stochastic Volatility Models
Comte, Fabienne; Renault, Eric - In: Mathematical finance : an international journal of … 8 (1998) 4, pp. 291-324
Persistent link: https://www.econbiz.de/10008218988
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Long memory continuous time models
Comte, F.; Renault, E. - In: Journal of econometrics 73 (1996) 1, pp. 101-150
Persistent link: https://www.econbiz.de/10006793821
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Noncausality in Continuous Time Models
Comte, F.; Renault, E. - In: Econometric theory 12 (1996) 2, pp. 215-256
Persistent link: https://www.econbiz.de/10007000187
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Non-parametric estimation for pure jump irregularly sampled or noisy Lévy processes
Comte, Fabienne; Genon-Catalot, Valentine - In: Statistica Neerlandica : journal of the Netherlands … 64 (2010) 3, pp. 290-314
Persistent link: https://www.econbiz.de/10008436731
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A new algorithm for fixed design regression and denoising
Comte, F.; Rozenholc, Y. - In: Annals of the Institute of Statistical Mathematics : AISM 56 (2004) 4, pp. 449-474
Persistent link: https://www.econbiz.de/10006550148
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Regression - A new algorithm for fixed design regression and denoising
Comte, F.; Rozenholc, Y. - In: Annals of the Institute of Statistical Mathematics : AISM 56 (2004) 3, pp. 449-474
Persistent link: https://www.econbiz.de/10006550199
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Commentaires - Communication de la Commission au Parlement européen et au Conséil sur les conséquences de l'arrêt de la Cour du 13-9-2005
Comte, F. - In: Revue du droit de l'Union européenne : revue … (2006) 1, pp. 131-148
Persistent link: https://www.econbiz.de/10007632084
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Crime contre l'environnement et police en Europe : panorama et pistes d'action
Comte, F. - In: Revue du droit de l'Union européenne : revue … (2005) 3, pp. 483-574
Persistent link: https://www.econbiz.de/10007637238
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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.; Linton, Oliver B.; Andrews, D.W.K.; … - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10007869213
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Commentaires - Droit pénal de l'environnement et compétence communautaire
Comte, F. - In: Revue du droit de l'Union européenne : revue … (2002) 4, pp. 775-800
Persistent link: https://www.econbiz.de/10007658859