TI would like to congratulate Anne Opschoor, who has become a research fellow. He was previously a candidate fellow.
Anne Opschoor is an tenured Assistant Professor at the Department of Finance at VUAmsterdam. Under supervision of TI fellows Dick van Dijk and Michel van der Wel, he obtained his PhD at the Tinbergen Institute/Econometric Institute at the Erasmus University Rotterdam in February 2014.
His research interests covers mainly (financial) time-series econometrics, with a focus on multivariate volatility modeling with applications in risk management, and has led to publications in the Journal of Econometrics, Journal of Business & Economic Statistics, and Journal of Applied Econometrics . In 2014, he won the Dissertation Prize of the Journal of Applied Econometrics for his paper “Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities”, written with Dick van Dijk and Michel van der Wel