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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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February 2019: New working paper on factor copulas

May 7, 2019

Under research, you can find a new working paper titled:

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

 

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←October 2018: Paper “Fractional Integration and Fat Tails for Realized Covariance Kernels” accepted for publication in JFECTR
March 2019: new post on research blog→

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