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dr. Anne Opschoor

Associate Professor, School of Business and Economics, Finance

, Tinbergen Institute

Personal information

I am an Associate Professor at the Department of Finance at Vrije Universiteit Amsterdam. In addition, I am a research fellow at the Tinbergen Institute. Under supervision of Dick van Dijk and Michel van der Wel, I obtain my PhD at the Tinbergen Institute/Econometric Institute at the Erasmus University Rotterdam in February 2014. I hold a master's degree in financial econometrics with honors from Erasmus University Rotterdam.

Research

My research interests include financial econometrics, time series econometrics, risk management, volatility modeling, and copulas. See my personal webpage for a list of publications and working papers.

In 2021, I won a VIDI award on my research proposal entitled ''Heterogeneity in extreme risks in high dimensions'''.  

Teaching

I teach various courses at Vrije Universiteit Amsterdam:

  • Empirical Finance (Master Finance Core course)
  • Research Project (Master Finance course)
  • Quantitative Research Methods III (Bachelor Economics and Business Economics)
  • Mathematics (PreMaster Finance Core course)
  • Bachelor's and Master's thesis supervision
Ancillary activities

No ancillary activities

Ancillary activities are updated daily

dr. Anne Opschoor

Profile

Keywords

  • HG Finance, HA Statistics

Publications

Personal website

Highlighted prizes

  • NWO Vidi Grant

Research and Publications VU

Visit the VU Research Portal

Research/publications Amsterdam UMC

Visit the AUMC Research Portal

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