Concepedia

Fabienne Comte

FC

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Publications

61

Citations

3.3K

H-Index

28

Active since

1996

Affiliations

Université Paris Cité(Current)

Mathématiques Appliquées à Paris 5

Délégation Paris 5

Centre National de la Recherche Scientifique

Département mathématiques, informatique, sciences de la donnée et technologies du numérique

Fabienne Comte is an author at Université Paris Cité specializing in stochastic processes, econometrics, and mathematics.

ORCID

Publications per year

1996–2025

61

Publications

61

Long memory in continuous‐time stochastic volatility models

Fabienne Comte, Éric Renault · Mathematical Finance · 1998 · 772 citations

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Asymptotic theory for multivariate GARCH processes

Fabienne Comte, Offer Lieberman · Journal of Multivariate Analysis · 2003 · 310 citations

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Long memory continuous time models

Fabienne Comte, Éric Renault · Journal of Econometrics · 1996 · 250 citations

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Affine fractional stochastic volatility models

Fabienne Comte, Laure Coutin, Éric Renault · Annals of Finance · 2010 · 148 citations

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Intermediate-dose versus low-dose low-molecular-weight heparin in pregnant and post-partum women with a history of venous thromboembolism (Highlow study): an open-label, multicentre, randomised, controlled trial

Ingrid M. Bistervels, Andréa Buchmuller, Hanke M.G. Wiegers et al. · The Lancet · 2022 · 111 citations · Full text

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1–5 of 61