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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.


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). 


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

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  • HG Finance
  • HA Statistics


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