Anne Opschoor

VU University of Amsterdam - Amsterdam / Netherlands

Others

AD Scientific Index ID: 5925130

Vrije Universiteit Amsterdam

Registration, Add Profile,
Premium Membership

Print Your Certificate

Anne Opschoor's MOST POPULAR ARTICLES

1-) New HEAVY models for fat-tailed realized covariances and returnsA Opschoor, P Janus, A Lucas, D Van DijkJournal of Business & Economic Statistics 36 (4), 643-657, 2018972018

2-) A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulationL Hoogerheide, A Opschoor, HK Van DijkJournal of Econometrics 171 (2), 101-120, 2012652012

3-) Combining density forecasts using focused scoring rulesA Opschoor, D Van Dijk, M van der WelJournal of Applied Econometrics 32 (7), 1298-1313, 2017572017

4-) Closed-form multi-factor copula models with observation-driven dynamic factor loadingsA Opschoor, A Lucas, I Barra, D Van DijkJournal of Business & Economic Statistics 39 (4), 1066-1079, 2021362021

5-) Dynamic discrete copula models for high‐frequency stock price changesSJ Koopman, R Lit, A Lucas, A OpschoorJournal of Applied Econometrics 33 (7), 966-985, 2018352018

ARTICLES

Add your articles