关注
Alexandra Chronopoulou
Alexandra Chronopoulou
Clinical Associate Professor, University of Illinois at Urbana-Champaign
在 illinois.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Estimation and pricing under long-memory stochastic volatility
A Chronopoulou, FG Viens
Annals of finance 8 (2), 379-403, 2012
1362012
Stochastic volatility and option pricing with long-memory in discrete and continuous time
A Chronopoulou, FG Viens
Quantitative Finance 12 (4), 635-649, 2012
702012
Variations and Hurst index estimation for a Rosenblatt process using longer filters
A Chronopoulou, FG Viens, CA Tudor
542009
Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
A Chronopoulou, F Viens, C Tudor
arXiv preprint arXiv:0807.1208, 2008
472008
On inference for fractional differential equations
A Chronopoulou, S Tindel
Statistical Inference for Stochastic Processes 16 (1), 29-61, 2013
312013
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
202010
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
182022
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
152009
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
132022
Maximum likelihood estimation for small noise multiscale diffusions
K Spiliopoulos, A Chronopoulou
Statistical Inference for Stochastic Processes 16, 237-266, 2013
132013
A customer choice model with HALO effect
RY Maragheh, A Chronopoulou, JM Davis
arXiv preprint arXiv:1805.01603, 2018
82018
Sequential Monte Carlo for fractional stochastic volatility models
A Chronopoulou, K Spiliopoulos
Quantitative Finance 18 (3), 507-517, 2018
72018
Optimal sequential change detection for fractional diffusion-type processes
A Chronopoulou, G Fellouris
Journal of Applied Probability 50 (1), 29-41, 2013
72013
Parameter Estimation and Calibration for Long‐Memory Stochastic Volatility Models
A Chronopoulou
Handbook of Modeling High‐Frequency Data in Finance, 219-231, 2011
62011
Using case studies to enhance the critical thinking skills of IE students
A Chronopoulou, KJ Cross, DM King, E Salimi
123rd ASEE Annual Conference and Exposition, 2016
32016
Online community detection for fused social network graphs
A Chronopoulou, R Nagi
2016 19th International Conference on Information Fusion (FUSION), 1682-1686, 2016
22016
Delta-hedging in fractional volatility models
Q Zhao, A Chronopoulou
Annals of Finance 19 (1), 119-140, 2023
12023
Discretization error of reflected fractional Brownian motion
P McGlaughlin, A Chronopoulou
2016 Winter Simulation Conference (WSC), 270-276, 2016
12016
A New Proxy for Estimating the Roughness of Volatility
Q Zhao, A Chronopoulou
Journal of Risk and Financial Management 17 (4), 131, 2024
2024
Optimal Sampling for Estimation of Fractional Brownian Motion
X Cui, A Chronopoulou
arXiv preprint arXiv:2304.07661, 2023
2023
系统目前无法执行此操作,请稍后再试。
文章 1–20