Personal profile

Personal information

Since September 2014 I am an Assistant Professor at the Department of Finance at Vrije Universiteit Amsterdam (tenure track). I got tenure in December 2016. Under supervision of Dick van Dijk and Michel van der Wel, I obtained my PhD at the Tinbergen Institute/Econometric Institute at the Erasmus University Rotterdam in February 2014. I hold a master's degree in 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)
  • Empirical Finance and Accounting (Master Bus. Adm)
  • Research Project (Master Finance course)
  • Quantitative Research Methods III (Bachelor Economics and Business Economics)

Ancillary activities

No ancillary activities

Last update Ancillary Activities: Amsterdam (2018-01-21)

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Selected Research Output 2012 2017

The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference

Basturk, N., Grassi, S., Hoogerheide, L. F., Opschoor, A. & van Dijk, H. K. 2017 In : Journal of Statistical Software. 79, 1, p. 1-40

Research output: ProfessionalArticle

Open Access

Order flow and volatility: An empirical investigation

Opschoor, A., Taylor, N., van der Wel, M. & van Dijk, D. 2014 In : Journal of Empirical Finance. 28, September, p. 185-201

Research output: Scientific - peer-reviewArticle

Predicting volatility and correlations with Financial Conditions Indexes

Opschoor, A., van Dijk, D. & van der Wel, M. 2014 In : Journal of Empirical Finance. 29, 13-113/III, p. 435-447

Research output: Scientific - peer-reviewArticle