Concepedia

Anne Opschoor

AO

11

Publications

350

Citations

10

H-Index

2011

Active since

Affiliations

Tinbergen Institute(Current)

Vrije Universiteit Amsterdam

Erasmus University Rotterdam

Anne Opschoor is an author at Tinbergen Institute specializing in business, finance, and forecasting.

Top concepts

BusinessFinanceStatisticsForecastingAsset PricingEngineeringEconometricsFinancial EconomicsCopulasEconomics

Publications per year

2011–2020

11

Publications

11

New HEAVY Models for Fat-Tailed Realized Covariances and Returns

Anne Opschoor, P. Janus, André Lucas et al. · Journal of Business and Economic Statistics · 2016 · 84 citations · Full text

A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation

Lennart F. Hoogerheide, Anne Opschoor, Herman K. van Dijk · Journal of Econometrics · 2012 · 64 citations

Robust Posterior, Engineering, Machine Learning +11

Time Series Models for Business and Economic Forecasting

Philip Hans Franses, Dick van Dijk, Anne Opschoor · Cambridge University Press eBooks · 2014 · 41 citations

Forecasting Methodology, Economics, Economic Forecasting +15

Dynamic discrete copula models for high‐frequency stock price changes

Siem Jan Koopman, Rutger Lit, André Lucas et al. · Journal of Applied Econometrics · 2018 · 41 citations · Full text

Engineering, Time Series Econometrics, Asset Pricing +16

Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings

Anne Opschoor, André Lucas, István Barra et al. · Journal of Business and Economic Statistics · 2020 · 35 citations · Full text

New Factor Models, Latent Modeling, Asset Pricing +17

Rows per page

1–5 of 11