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subject:"Theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Comte, Fabienne"
~person:"Touzi, Nizar"
~subject:"Correlation"
~type_genre:"Working Paper"
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Comte, Fabienne
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
Série des documents de travail du CREST (Centre de Recherche en Economie et Statistique) / Institut National de la Statistique et des Etudes Economiques / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
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1
Long memory in continuous time stochastic volatility models
Comte, Fabienne
;
Renault, Eric
-
1996
Persistent link: https://www.econbiz.de/10000930699
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2
Regression on log-regularized periodogram under assumption on bounded spectral densities : the non fractional and the fractional cases
Comte, Fabienne
;
Hardouin, C.
-
1995
Persistent link: https://www.econbiz.de/10000912012
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3
Regression on log-regularized periodogram for fractional models at low frequencies
Comte, Fabienne
;
Hardouin, C.
-
1995
Persistent link: https://www.econbiz.de/10000912857
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4
Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924112
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5
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
6
On variance noncausality and cointegration
Comte, Fabienne
;
Lieberman, Offer
-
1995
Persistent link: https://www.econbiz.de/10000926250
Saved in:
7
Simulation and estimation of long memory continuous time models
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000883136
Saved in:
8
Discrete and continuous time cointegration
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000895469
Saved in:
9
Long memory continuous time models
Comte, Fabienne
;
Renault, Eric
-
1993
Persistent link: https://www.econbiz.de/10000880864
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