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~person:"Comte, Fabienne"
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Comte, Fabienne
Güth, Werner
845
Acemoglu, Daron
774
Nijkamp, Peter
637
Stiglitz, Joseph E.
631
Phillips, Peter C. B.
606
Pesaran, M. Hashem
555
Frey, Bruno S.
535
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529
Heckman, James J.
476
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462
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457
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455
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450
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444
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442
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441
Aghion, Philippe
438
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428
Härdle, Wolfgang
426
Stark, Oded
415
Batabyal, Amitrajeet A.
410
Woodford, Michael
407
Koskela, Erkki
403
McAleer, Michael
403
Konrad, Kai A.
402
Lambertini, Luca
391
Shleifer, Andrei
389
Glaeser, Edward L.
388
Kaplow, Louis
380
Svensson, Lars E. O.
379
Cremer, Helmuth
376
Thisse, Jacques-François
363
Sutter, Matthias
362
Grossman, Gene M.
356
Morris, Stephen
354
Franses, Philip Hans
353
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342
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342
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342
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338
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13
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7
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2
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2
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ECONIS (ZBW)
21
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1
Estimation of convolution in the model with noise
Chesneau, Christophe
;
Comte, Fabienne
;
Mabon, Gwennae͏̈lle
-
2014
Persistent link: https://www.econbiz.de/10010465131
Saved in:
2
Affine fractional stochastic volatility models
Comte, Fabienne
;
Coutin, Laure
;
Renault, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 337-378
Persistent link: https://www.econbiz.de/10009548082
Saved in:
3
Adaptive estimation of the dynamics of a discrete time stochastic volatility model
Comte, Fabienne
;
Lacour, C.
;
Rozenholc, Y.
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-73
Persistent link: https://www.econbiz.de/10003931786
Saved in:
4
A symptotic
theory
or multivariate GARCH processes
Comte, Fabienne
;
Lieberman, Offer
-
2001
Persistent link: https://www.econbiz.de/10001637163
Saved in:
5
Nonparametric estimation for a stochastic volatility model
Comte, Fabienne
;
Genon-Catalot, Valentine
;
Rozenholc, Y.
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 49-80
Persistent link: https://www.econbiz.de/10003924782
Saved in:
6
Adaptive density estimation for general ARCH models
Comte, Fabienne
;
Dedecker, J.
;
Taupin, M. L.
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1628-1662
Persistent link: https://www.econbiz.de/10003771889
Saved in:
7
Model selection for (auto-) regression with dependent data
Baraud, Yannick
;
Comte, Fabienne
;
Viennet, Gabrielle
-
1999
Persistent link: https://www.econbiz.de/10001391177
Saved in:
8
Adaptive estimation in an autoregression and a geometrical beta-mixing regression framework
Baraud, Yannick
;
Comte, Fabienne
;
Viennet, Gabrielle
-
1998
Persistent link: https://www.econbiz.de/10000984188
Saved in:
9
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
Saved in:
10
Regression on log-regularized periodogram for fractional models at low frequencies
Comte, Fabienne
;
Hardouin, C.
-
1995
Persistent link: https://www.econbiz.de/10000912857
Saved in:
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