Anne Opschoor
Impact in
- Finance top 5%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
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- Monetary Policy and Economic Impact
Papers in
- Finance 17
- Financial Risk and Volatility Modeling 16
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- Market Dynamics and Volatility 11
- Complex Systems and Time Series Analysis 10
- Co-authors
- André Lucas (13 shared papers)Dick van Dijk (8 shared papers)Lennart F. Hoogerheide (7 shared papers)Herman K. van Dijk (6 shared papers)P. Janus (3 shared papers)Michel van der Wel (3 shared papers)Siem Jan Koopman (1 shared paper)Nick Taylor (1 shared paper)
- Journals
- Journal of Applied Econometrics (3 papers)Journal of Business and Economic Statistics (2 papers)Journal of Empirical Finance (2 papers)International Journal of Forecasting (2 papers)Economics Letters (1 paper)
- Partner nations
- NetherlandsUnited KingdomUnited States
In The Last Decade
Anne Opschoor
24 papers receiving 228 citations
Peers
Comparison fields: 5 of 39
- Finance 179
- General Economics, Econometrics and Finance 67
- Statistics and Probability 51
- Economics and Econometrics 144
- Management Science and Operations Research 37
Countries citing papers authored by Anne Opschoor
This map shows the geographic impact of Anne Opschoor's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Anne Opschoor with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Anne Opschoor more than expected).
Fields of papers citing papers by Anne Opschoor
This network shows the impact of papers produced by Anne Opschoor. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Anne Opschoor. The network helps show where Anne Opschoor may publish in the future.
Co-authors
The 15 scholars most cited alongside Anne Opschoor, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 27 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2016 | 43 | |
| 2 | 2012 | 42 | |
| 3 | 2018 | 21 | |
| 4 | 2014 | 18 | |
| 5 | 2020 | 17 | |
| 6 | 2014 | 16 | |
| 7 | 2018 | 9 | |
| 8 | 2014 | 8 | |
| 9 | 2011 | 7 | |
| 10 | 2016 | 7 | |
| 11 | 2020 | 6 | |
| 12 | 2012 | 5 | |
| 13 | 2016 | 5 | |
| 14 | Time Series Models for Business and Economic Forecasting, 2nd Edition | 2014 | 4 |
| 15 | 2017 | 4 | |
| 16 | Improving Density Forecasts and Value-at-
\nRisk Estimates by Combining Densities | 2014 | 3 |
| 17 | Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns | 2016 | 3 |
| 18 | 2017 | 3 | |
| 19 | 2022 | 3 | |
| 20 | 2009 | 2 |
About Anne Opschoor
Anne Opschoor is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Statistics and Probability and Artificial Intelligence, having authored 27 papers that have together received 233 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (16 papers), Market Dynamics and Volatility (11 papers), Complex Systems and Time Series Analysis (10 papers), Monetary Policy and Economic Impact (7 papers), Statistical Methods and Inference (6 papers), Bayesian Methods and Mixture Models (6 papers), Statistical Methods and Bayesian Inference (5 papers) and Organizational Management and Leadership (4 papers). The work is most often cited by research in Finance (179 citations), General Economics, Econometrics and Finance (67 citations), Statistics and Probability (51 citations), Economics and Econometrics (144 citations) and Management Science and Operations Research (37 citations). Anne Opschoor has collaborated with scholars based in Netherlands, United Kingdom and United States. Frequent co-authors include André Lucas, Dick van Dijk, Lennart F. Hoogerheide, Herman K. van Dijk, P. Janus, Michel van der Wel, Siem Jan Koopman, Nick Taylor, Nalan Baştürk and Julia Schaumburg. Their work appears in journals such as Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Empirical Finance, International Journal of Forecasting and Economics Letters.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.