Authors: COMTE F

Citation: F. Comte, DISCRETE AND CONTINUOUS-TIME COINTEGRATION, Journal of econometrics, 88(2), 1999, pp. 207-226

Authors: COMTE F RENAULT E

Citation: F. Comte et E. Renault, LONG MEMORY IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS, Mathematical finance, 8(4), 1998, pp. 291-323

Authors: COMTE F HARDOUIN C

Citation: F. Comte et C. Hardouin, LOG-REGULARIZED PERIODOGRAM REGRESSION FO R GAUSSIAN-PROCESSES UNDER ASSUMPTION OF BOUNDED SPECTRAL DENSITY, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 325(11), 1997, pp. 1203-1206

Authors: COMTE F RENAULT E

Citation: F. Comte et E. Renault, LONG MEMORY CONTINUOUS-TIME MODELS, Journal of econometrics, 73(1), 1996, pp. 101-149

Authors: COMTE F RENAULT E

Citation: F. Comte et E. Renault, NONCAUSALITY IN CONTINUOUS-TIME MODELS, Econometric theory, 12(2), 1996, pp. 215-256