If you made any changes in Pure these will be visible here soon.

Personal profile

Personal information

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.

Research

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.

I won the 2014 Journal of Applied Econometrics Dissertation Prize for my paper “Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities”, written with Dick van Dijk and Michel van der Wel (both Erasmus University and Tinbergen Institute Fellows). 

Teaching

I teach various courses at Vrije Universiteit Amsterdam:

  • Empirical Finance (Master Finance Core course)
  • Research Project (Master Finance course)
  • Quantitative Research Methods III (Bachelor Economics and Business Economics)
  • Mathematics (PreMaster Finance Core course)
  • Bachelor's and Master's thesis supervision

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

Keywords

  • HG Finance
  • HA Statistics

Fingerprint

Dive into the research topics where Anne Opschoor is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
  • 1 Similar Profiles

Network

Recent external collaboration on country/territory level. Dive into details by clicking on the dots or