Fabienne Comte

90 papers and 2.1k indexed citations i.

Fabienne Comte has authored 90 papers that have received a total of 2.1k indexed citations. This includes 68 papers in Statistics and Probability, 43 papers in Finance and 20 papers in Artificial Intelligence. The topics of these papers are Statistical Methods and Inference (68 papers), Stochastic processes and financial applications (34 papers) and Financial Risk and Volatility Modeling (28 papers). Fabienne Comte is often cited by papers focused on Statistical Methods and Inference (68 papers), Stochastic processes and financial applications (34 papers) and Financial Risk and Volatility Modeling (28 papers) and collaborates with scholars based in France, Germany and Belgium. Fabienne Comte's co-authors include Valentine Genon‐Catalot, Yves Rozenholc, Claire Lacour, Éric Renault and Adeline Samson and has published in prestigious journals such as Journal of Econometrics, The Annals of Statistics and Statistics in Medicine.