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Anne Opschoor

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recent posts

  • September 2026: Paper accepted for publication in JFECTR
  • August 2026: Three new working papers
  • February 2026: Paper accepted for publication in JAE
  • September 2024: Paper accepted for publication in JFECTR
  • July 2023: Paper accepted for publication in JAE

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January 2015: Awarded for the 2014 JAE Dissertation Prize

January 12, 2015

I won the 2014 Journal of Applied Econometrics Dissertation Prize for my paper
Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities, written with Dick van Dijk and Michel van der Wel (both Erasmus University and Tinbergen Institute Fellows). See this link for more information.

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←October 2014: Paper “Predicting Volatility and Correlations with Financial Conditions Indexes” accepted for publication in the JEF
October 2015: Paper “The R package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference” accepted for publication in the Journal of Statistical Software (JSS)→

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