Anne Opschoor - Concepedia

Author

Anne Opschoor

Tinbergen Institute ORCID

Also Known As

Anne Opschoor, Luca Rossini, Opschoor, A. (Anne), Opschoor, Anne

Publications

442

Citations

H-Index

Concepts

All Affiliations

Tinbergen Institute Vrije Universiteit Amsterdam Erasmus University Rotterdam

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	6	6	170
2	Engineering	3	3	129
3	Business Economics	2	2	52
4	Business Analytics	1	1	11
5	Computer Science	1	1	64

Anne Opschoor

Publications

350

Citations

H-Index

Page 1

	Year	Citations
New HEAVY Models for Fat-Tailed Realized Covariances and Returns Anne Opschoor, P. Janus, André Lucas, Journal of Business and Economic Statistics	2016	84
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 Robust PosteriorEngineeringMachine LearningEm AlgorithmsUncertainty Quantification	2012	64
Time Series Models for Business and Economic Forecasting Philip Hans Franses, Dick van Dijk, Anne Opschoor Cambridge University Press eBooks Forecasting MethodologyEconomicsEconomic ForecastingMacroeconomicsForecasting Models	2014	41
Dynamic discrete copula models for high‐frequency stock price changes Siem Jan Koopman, Rutger Lit, André Lucas, Journal of Applied Econometrics EngineeringTime Series EconometricsAsset PricingFinancial Time Series AnalysisIntraday Dependence	2018	41
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings Anne Opschoor, André Lucas, István Barra, Journal of Business and Economic Statistics New Factor ModelsLatent ModelingAsset PricingFinancial Time Series AnalysisU.s. Stocks	2020	35
Predicting volatility and correlations with Financial Conditions Indexes Anne Opschoor, Dick van Dijk, Michel van der Wel Journal of Empirical Finance Volatility ModelingEngineeringAsset PricingBusinessFinancial Conditions Indexes	2014	24
Order flow and volatility: An empirical investigation Anne Opschoor, Nick Taylor, Michel van der Wel, Journal of Empirical Finance Volatility ModelingFinancial EconomicsAsset PricingBusinessOrder Flow	2014	18
Fractional Integration and Fat Tails for Realized Covariance Kernels* Anne Opschoor, André Lucas Journal of Financial Econometrics	2018	12
Time Series Models for Business and Economic Forecasting, 2nd Edition Philip Hans Franses, Dick van Dijk, Anne Opschoor Data Archiving and Networked Services (DANS) Forecasting MethodologyEconomicsEconomic ForecastingBusinessEconomic Analysis	2014	11
A Class of Adaptive EM-Based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation Lennart F. Hoogerheide, Anne Opschoor, Herman K. van Dijk SSRN Electronic Journal	2011	10

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