| Estimation and pricing under long-memory stochastic volatility A Chronopoulou, FG Viens Annals of finance 8 (2), 379-403, 2012 | 147 | 2012 |
| Stochastic volatility and option pricing with long-memory in discrete and continuous time A Chronopoulou, FG Viens Quantitative Finance 12 (4), 635-649, 2012 | 73 | 2012 |
| Variations and Hurst index estimation for a Rosenblatt process using longer filters A Chronopoulou, FG Viens, CA Tudor | 61 | 2009 |
| Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes A Chronopoulou, F Viens, C Tudor arXiv preprint arXiv:0807.1208, 2008 | 54 | 2008 |
| On inference for fractional differential equations A Chronopoulou, S Tindel Statistical Inference for Stochastic Processes 16 (1), 29-61, 2013 | 33 | 2013 |
| Hurst index estimation for self-similar processes with long-memory A Chronopoulou, FG Viens Recent Development in Stochastic Dynamics and Stochastic Analysis, 91-117, 2010 | 30 | 2010 |
| Inadequate rectal pressure and insufficient relaxation and abdominopelvic coordination in defecatory disorders B Deb, M Sharma, JG Fletcher, SG Srinivasan, A Chronopoulou, J Chen, ... Gastroenterology 162 (4), 1111-1122. e2, 2022 | 28 | 2022 |
| Spatial proximity as a behavioral marker of relationship dynamics in older adult couples BG Ogolsky, ST Mejia, A Chronopoulou, K Dobson, CR Maniotes, ... Journal of social and Personal Relationships 39 (10), 3116-3132, 2022 | 22 | 2022 |
| Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian processes A Chronopoulou, CA Tudor, FG Viens Comptes Rendus. Mathématique 347 (11-12), 663-666, 2009 | 15 | 2009 |
| Maximum likelihood estimation for small noise multiscale diffusions K Spiliopoulos, A Chronopoulou Statistical Inference for Stochastic Processes 16 (3), 237-266, 2013 | 14 | 2013 |
| A customer choice model with HALO effect RY Maragheh, A Chronopoulou, JM Davis arXiv preprint arXiv:1805.01603, 2018 | 13 | 2018 |
| Sequential Monte Carlo for fractional stochastic volatility models A Chronopoulou, K Spiliopoulos Quantitative Finance 18 (3), 507-517, 2018 | 8 | 2018 |
| Optimal sequential change detection for fractional diffusion-type processes A Chronopoulou, G Fellouris Journal of Applied Probability 50 (1), 29-41, 2013 | 7 | 2013 |
| Using case studies to enhance the critical thinking skills of IE students A Chronopoulou, KJ Cross, DM King, E Salimi 2016 ASEE Annual Conference & Exposition, 2016 | 6 | 2016 |
| Parameter Estimation and Calibration for Long‐Memory Stochastic Volatility Models A Chronopoulou Handbook of Modeling High‐Frequency Data in Finance, 219-231, 2011 | 5 | 2011 |
| A new proxy for estimating the roughness of volatility Q Zhao, A Chronopoulou Journal of Risk and Financial Management 17 (4), 131, 2024 | 4 | 2024 |
| Online community detection for fused social network graphs A Chronopoulou, R Nagi 2016 19th International Conference on Information Fusion (FUSION), 1682-1686, 2016 | 2 | 2016 |
| Delta-hedging in fractional volatility models Q Zhao, A Chronopoulou Annals of Finance 19 (1), 119-140, 2023 | 1 | 2023 |
| Discretization error of reflected fractional Brownian motion P McGlaughlin, A Chronopoulou 2016 Winter Simulation Conference (WSC), 270-276, 2016 | 1 | 2016 |
| Optimal Sampling for Estimation of Fractional Brownian Motion X Cui, A Chronopoulou arXiv preprint arXiv:2304.07661, 2023 | | 2023 |
