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dr. Anne Opschoor

    20122020

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    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

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