Research

Zhao, Q., Chronopoulou, A. “Weak Convergence to Rough Volatility Models driven by Fractional Ornstein-Uhlenbeck Process”, 2025, Submitted.

Zhao, Q., Chronopoulou, A. “A New Proxy for Estimating the Roughness of Volatility”, 2024, Journal of Risk and Financial Management, 2024, 17(4).

Cui, X., Chronopoulou, A. “Multiple Sampling for Estimation of fractional Brownian motion”, 2022, Submitted.

Carvalho Manhães Leite, C., Chronopoulou, A., Wooldridge, A. R.. “Analyzing the Work System Elements Impacting Burnout of Health Care Professionals in a COVID-19 Testing Laboratory.”  Convergence: Breaking Down Barriers Between Disciplines: Proceedings of the International Conference on Healthcare Systems Ergonomics and Patient Safety, HEPS2022. Melles, M., Albayrak, A. & Goossens, R. H. M. (eds.). Springer, p. 289-300. (Springer Series in Design and Innovation; vol. 30).

Yuceel, A. I., Carvalho Manhães Leite, C., McCarter, D. Johnson, M.A., Blakenshio, M. Chronopoulou, A., Wooldridge, A. R. “The Influence of Past Experience with Wristbands and Use Exposure on Perceived Usability of Wearable Wrist Worn Sensors by Nurses. (2025) Springer Series in Design and Innovation. Springer, p. 128-133 (Springer Series in Design and Innovation vol. 58).

Yuceel, A.I, Leite, C.C.M., Chronopoulou, A. and Wooldridge, A.R. “Analyzing the Usability and Acceptability of Wearable Sensors for Health Care Workers.” 2022 HFES Conference Proceedings.

Leite, C.C.M., Chronopoulou, A. and Wooldridge, A.R. “Detecting Burnout of HealthCare Workers in a COVD-19 Testing Laboratory” 2022 HFES Conference Proceedings.

Zhao, Q., Chronopoulou, A. “Hedging risk in fractional volatility models”, Annals of Finance, 2022.

Deb, B., Sharma, M. Fletcher, J. G., Srinivasan, S.G., Chronopoulou, A., Chen, J., Bailey, K., R., Feuerhak, K., J. and Barucha, A.E. “Inadequate Rectal Pressure and Insufficient Relaxation and Abdominopelvic Coordination in Defecatory Disorders”, 2021, Gastroenterology, In Press

Ogolsky, B., Meijia, Sh., Chronopoulou, A. et al “Spatial proximity as a behavioral marker of relationship dynamics in older adult couples” 2021, Journal of Social and Personal Relationships.

Chronopoulou, A. and Spilopoulos, K. "Sequential Monte Carlo for fractional Stochastic Volatility Models." 2017, Quantitative Finance.

Spiliopoulos, K. and Chronopoulou, A. "Maximum likelihood estimation for small noise multiscale diffusions."2013, Statistical Inference for Stochastic Processes,6(3) , pp. 237-266.

Chronopoulou, A. and Tindel S. “On inference for fractional differential equations.” 2013, Statistical Inference for Stochastic Processes, 16(1), pp 29-61.

Chronopoulou, A. and Fellouris G. “Optimal sequential change detection for fractional diffusion-type processes” 2013, Journal of Applied Probability, 50(1), pp. 29-41 13.

Chronopoulou, A. and Viens, F.G. “Stochastic volatility models with long memory in discrete and continuous time.” 2012, Quantitative Finance, 12(4), Special Issue: High Frequency Data Analysis.

Chronopoulou, A. and Viens, F.G. “Estimation and pricing under long memory stochastic volatility.” 2012, Annals of Finance, 8, pp. 379–403. 

Chronopoulou, A. “Parameter estimation & calibration for long memory stochastic volatility models." 2010 in “Handbook of Modeling High Frequency Data in Finance.” Editors: I. Florescu, C. Mariani and F. G. Viens, Publisher: World Scientific Publishing Co Pte Ltd.

Chronopoulou, A., Tudor, C. and Viens, F.G. “Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes." 2011, Communications on Stochastic Analysis, 5, p. 161.

Chronopoulou, A., Tudor, C. and Viens, F.G. “Variations and Hurst index estimation for a Rosenblatt process using longer filters." 2009, Electronic Journal of Statistics, 3, pp. 1393–1435. 

Chronopoulou, A., Tudor, C. and Viens, F.G. “Application of Malliavin calculus to long memory parameter estimation for non-Gaussian processes." 2009, Comptes Rendus - Mathématique, 347(11-12), pp. 663-666.

Chronopoulou, A. and Viens, F.G. “Hurst index estimation for self-similar processes with long memory.” 2009, “Recent Advances in Stochastic Dynamics and Stochastic Analysis." Editors: J. Duan, S. Luo and C. Wang, Publisher: World Scientific Publishing Co Pte Ltd.