Research output per year
Research output per year
I am an Associate Professor at the Department of Finance at Vrije Universiteit Amsterdam. In addition, I am a research fellow at the Tinbergen Institute. Under supervision of Dick van Dijk and Michel van der Wel, I obtain my PhD at the Tinbergen Institute/Econometric Institute at the Erasmus University Rotterdam in February 2014. I hold a master's degree in financial econometrics with honors from Erasmus University Rotterdam.
My research interests include financial econometrics, time series econometrics, risk management, volatility modeling, and copulas. See my personal webpage for a list of publications and working papers.
In 2021, I won a VIDI award on my research proposal entitled ''Heterogeneity in extreme risks in high dimensions'''.
I teach various courses at Vrije Universiteit Amsterdam:
No ancillary activities
Ancillary activities are updated daily
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Research output: Contribution to Journal › Article › Academic › peer-review
Research output: Contribution to Journal › Article › Academic › peer-review
Research output: Contribution to Journal › Article › Academic › peer-review
Research output: Contribution to Journal › Article › Academic › peer-review
Research output: Contribution to Journal › Article › Academic › peer-review
Opschoor, A., Thijssen, S. & Peerlings, D.
1/01/22 → 31/12/26
Project: Research
Opschoor, Anne (Recipient), 31 Dec 2014
Prize › Academic
Opschoor, A. (Contributor), Lucas, A. (Contributor), Barra, I. (Contributor) & Dijk, D. V. (Contributor), Unknown Publisher, 1 Jan 2020
DOI: 10.6084/m9.figshare.12240584.v2, https://tandf.figshare.com/articles/Closed-Form_Multi-Factor_Copula_Models_with_Observation-Driven_Dynamic_Factor_Loadings/12240584/2
Dataset
Opschoor, A. (Contributor), Lucas, A. (Contributor), Barra, I. (Contributor) & Dijk, D. V. (Contributor), Unknown Publisher, 1 Jan 2020
DOI: 10.6084/m9.figshare.12240584.v3, https://tandf.figshare.com/articles/Closed-Form_Multi-Factor_Copula_Models_with_Observation-Driven_Dynamic_Factor_Loadings/12240584/3
Dataset
Opschoor, A. (Contributor), Lucas, A. (Contributor), Barra, I. (Contributor) & Dijk, D. V. (Contributor), Unknown Publisher, 1 Jan 2020
DOI: 10.6084/m9.figshare.12240584.v1, https://tandf.figshare.com/articles/Closed-Form_Multi-Factor_Copula_Models_with_Observation-Driven_Dynamic_Factor_Loadings/12240584/1
Dataset
Opschoor, A. (Creator), Lucas, A. (Creator), Barra, I. (Creator) & van Dijk, D. (Contributor), Taylor&Francis, 2020
DOI: 10.6084/m9.figshare.12240584, https://tandf.figshare.com/articles/Closed-Form_Multi-Factor_Copula_Models_with_Observation-Driven_Dynamic_Factor_Loadings/12240584
Dataset