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Anne Opschoor

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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
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September 2016: a new entry has appeared in the Research section

September 12, 2016

A new entry has appeared in the Research page: Lucas and Opschoor (2016) on multivariate fractional integration.

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←September 2016: Paper “New HEAVY Models for Fat-Tailed Covariances and Returns” accepted for publication in the Journal of Business & Economic Statistics (JBES)

October 2016: Paper “Accounting for missing values in score-driven time-varying parameter models” accepted for publication in Economics Letters→

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