Fabienne Comte

3.6k citations
96 papers · 2.1k indexed · h-index 22

Impact in

  • Finance top 0.5%
    • Financial Risk and Volatility Modeling
    • Stochastic processes and financial applications
    • Statistical Methods and Inference
    • Statistical Methods and Bayesian Inference

Papers in

    • Statistical Methods and Inference 71
    • Statistical Methods and Bayesian Inference 13
    • Advanced Statistical Methods and Models 10
    • Statistical Distribution Estimation and Applications 9
    • Stochastic processes and financial applications 34
    • Financial Risk and Volatility Modeling 27

Fabienne Comte

94 papers receiving 2.0k citations

Peers

Fabienne Comte
Comparison fields: 5 of 86
  • Finance 1.3k
  • Statistics and Probability 863
  • General Economics, Econometrics and Finance 238
  • Economics and Econometrics 751
  • Modeling and Simulation 89
Replace Nakahiro Yoshida with:
Nakahiro Yoshida Japan
Denis Bosq France
Liudas Giraitis United Kingdom
Xiaofeng Shao United States
Ernst Eberlein Germany
Jordan Stoyanov United Kingdom
Patrick Cheridito Switzerland
Sidney I. Resnick United States
Jean Jacod United States
Wim Schoutens Belgium
Fabienne Comte relative to Nakahiro Yoshida Japan Nakahiro Yoshida's profile →
Citations per field
00.5×2.6×
Nakahiro Yoshida · 1×
Citations per year

Countries citing papers authored by Fabienne Comte

Since Specialization
Citations

This map shows the geographic impact of Fabienne Comte's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Fabienne Comte with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Fabienne Comte more than expected).

Fields of papers citing papers by Fabienne Comte

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Fabienne Comte. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Fabienne Comte. The network helps show where Fabienne Comte may publish in the future.

Co-authors

The 25 scholars most cited alongside Fabienne Comte, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Fabienne Comte Line = papers co-authored together Fabienne Comte links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 96 papers — load more, or switch the sort, to bring in the rest.

#Work
1 1998492
2 2003179
3 1996158
4 201081
5 200668
6 200760
7 201352
8 200045
9 201144
10 201236
11 200935
12 199634
13 201531
14 200128
15 199626
16 199925
17 200425
18 201024
19 200124
20 200923

About Fabienne Comte

Fabienne Comte is a scholar working on Statistics and Probability, Finance, Mathematical Physics, Numerical Analysis and Statistics, Probability and Uncertainty, having authored 96 papers that have together received 2.1k indexed citations. Recurring topics across this work include Statistical Methods and Inference (71 papers), Stochastic processes and financial applications (34 papers), Financial Risk and Volatility Modeling (27 papers), Bayesian Methods and Mixture Models (19 papers), Statistical Methods and Bayesian Inference (13 papers), Control Systems and Identification (11 papers), Advanced Statistical Methods and Models (10 papers) and Statistical Distribution Estimation and Applications (9 papers). The work is most often cited by research in Finance (1.3k citations), Statistics and Probability (863 citations), General Economics, Econometrics and Finance (238 citations), Economics and Econometrics (751 citations) and Modeling and Simulation (89 citations). Fabienne Comte has collaborated with scholars based in France, Germany and Russia. Frequent co-authors include Éric Renault, Valentine Genon‐Catalot, Offer Lieberman, Yves Rozenholc, Claire Lacour, Laure Coutin, Jan Johannes, Yannick Baraud, Florence Merlevède and Denis Belomestny. Their work appears in journals such as Stochastic Processes and their Applications, Scandinavian Journal of Statistics, Bernoulli, Electronic Journal of Statistics and Journal of Multivariate Analysis.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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