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Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Anne Opschoor · Study

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Anne Opschoor

5 works· latest 2020· 2 institutionscluster: provisionalORCID 0000-0002-2908-2260

h-index5

i105

Citations266

Works here5

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Most cited in this library

New HEAVY Models for Fat-Tailed Realized Covariances and Returns2016 · 83 citations
Time series models for business and economic forecasting2014 · 62 citations
Dynamic discrete copula models for high‐frequency stock price changes2018 · 44 citations
Combining density forecasts using focused scoring rules2017 · 40 citations
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings2020 · 37 citations

Works

5 shown

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

Journal of Business and Economic Statistics·2020·4 authors·Open access

37citations

Dynamic discrete copula models for high‐frequency stock price changes

Journal of Applied Econometrics·2018·4 authors·Open access

44citations

Combining density forecasts using focused scoring rules

EUR Research Repository (Erasmus University Rotterdam)·2017·3 authors·Open access

40citations

New HEAVY Models for Fat-Tailed Realized Covariances and Returns

Journal of Business and Economic Statistics·2016·3 authors·Open access

83citations

Time series models for business and economic forecasting

EUR Research Repository (Erasmus University Rotterdam)·2014·3 authors·book

62citations