Anne Opschoor

447 total citations
27 papers, 233 citations indexed

About

Anne Opschoor is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Anne Opschoor has authored 27 papers receiving a total of 233 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 17 papers in Economics and Econometrics and 7 papers in General Economics, Econometrics and Finance. Recurrent topics in Anne Opschoor's work include Financial Risk and Volatility Modeling (16 papers), Market Dynamics and Volatility (11 papers) and Complex Systems and Time Series Analysis (10 papers). Anne Opschoor is often cited by papers focused on Financial Risk and Volatility Modeling (16 papers), Market Dynamics and Volatility (11 papers) and Complex Systems and Time Series Analysis (10 papers). Anne Opschoor collaborates with scholars based in Netherlands, United Kingdom and United States. Anne Opschoor's 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, Julia Schaumburg and Nalan Baştürk and has published in prestigious journals such as Journal of Econometrics, Journal of Statistical Software and Journal of Business and Economic Statistics.

In The Last Decade

Anne Opschoor

24 papers receiving 228 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Anne Opschoor Netherlands 8 179 144 67 51 37 27 233
Mika Meitz Finland 10 223 1.2× 138 1.0× 110 1.6× 107 2.1× 22 0.6× 21 297
Arie Preminger Israel 7 180 1.0× 164 1.1× 91 1.4× 47 0.9× 57 1.5× 17 261
Sabrina Mulinacci Italy 9 205 1.1× 104 0.7× 38 0.6× 63 1.2× 63 1.7× 22 276
Eric Eisenstat Australia 7 98 0.5× 163 1.1× 151 2.3× 42 0.8× 30 0.8× 16 256
Giuseppe Storti Italy 9 157 0.9× 164 1.1× 61 0.9× 22 0.4× 67 1.8× 30 237
Viktor Tsyrennikov United States 7 146 0.8× 121 0.8× 84 1.3× 83 1.6× 18 0.5× 16 261
Matthias R. Fengler Switzerland 12 469 2.6× 167 1.2× 75 1.1× 33 0.6× 52 1.4× 36 543
Sophie A. Ladoucette Belgium 7 97 0.5× 111 0.8× 85 1.3× 33 0.6× 46 1.2× 12 215
Omar Aguilar Chile 3 203 1.1× 208 1.4× 123 1.8× 70 1.4× 58 1.6× 9 379
Carlos Trucíos Brazil 10 192 1.1× 205 1.4× 53 0.8× 22 0.4× 45 1.2× 27 262

Countries citing papers authored by Anne Opschoor

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Anne Opschoor

This figure shows the co-authorship network connecting the top 25 collaborators of Anne Opschoor. A scholar is included among the top collaborators of Anne Opschoor based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Anne Opschoor. Anne Opschoor is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Lucas, André, et al.. (2023). Heterogeneity and dynamics in network models. Journal of Applied Econometrics. 39(1). 150–173. 1 indexed citations
2.
Opschoor, Anne & André Lucas. (2020). Observation-driven models for realized variances and overnight returns applied to Value-at-Risk and Expected Shortfall forecasting. International Journal of Forecasting. 37(2). 622–633. 6 indexed citations
3.
Opschoor, Anne, et al.. (2019). Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings. SSRN Electronic Journal. 2 indexed citations
4.
Opschoor, Anne & André Lucas. (2018). Fractional Integration and Fat Tails for Realized Covariance Kernels*. Journal of Financial Econometrics. 17(1). 66–90. 9 indexed citations
5.
Koopman, Siem Jan, et al.. (2018). Dynamic discrete copula models for high‐frequency stock price changes. Journal of Applied Econometrics. 33(7). 966–985. 21 indexed citations
6.
Opschoor, Anne, et al.. (2017). Combining density forecasts using focused scoring rules. Journal of Applied Econometrics. 32(7). 1298–1313. 4 indexed citations
7.
Baştürk, Nalan, Stefano Grassi, Lennart F. Hoogerheide, Anne Opschoor, & Herman K. van Dijk. (2017). The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference. Journal of Statistical Software. 79(1). 3 indexed citations
8.
Baştürk, Nalan, Stefano Grassi, Lennart F. Hoogerheide, Anne Opschoor, & Herman K. van Dijk. (2017). The R Package Mitisem: Efficient and Robust Simulation Procedures for Bayesian Inference. SSRN Electronic Journal.
9.
Lucas, André & Anne Opschoor. (2016). Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns. RePEc: Research Papers in Economics. 3 indexed citations
10.
Opschoor, Anne, et al.. (2016). New HEAVY Models for Fat-Tailed Realized Covariances and Returns. Figshare.
11.
Lucas, André, Anne Opschoor, & Julia Schaumburg. (2016). Accounting for missing values in score-driven time-varying parameter models. Economics Letters. 148. 96–98. 7 indexed citations
12.
Baştürk, Nalan, Stefano Grassi, Lennart F. Hoogerheide, Anne Opschoor, & H. K. van Dijk. (2015). The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference. SSRN Electronic Journal. 1 indexed citations
13.
Opschoor, Anne, Dick van Dijk, & Michel van der Wel. (2014). Improving Density Forecasts and Value-at- \nRisk Estimates by Combining Densities. Data Archiving and Networked Services (DANS). 3 indexed citations
14.
Janus, P., André Lucas, & Anne Opschoor. (2014). New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels. SSRN Electronic Journal. 8 indexed citations
15.
Franses, Philip Hans, Dick van Dijk, & Anne Opschoor. (2014). Time Series Models for Business and Economic Forecasting, 2nd Edition. Data Archiving and Networked Services (DANS). 4 indexed citations
16.
Baştürk, Nalan, Lennart F. Hoogerheide, Anne Opschoor, & Herman K. van Dijk. (2012). The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam). 1–30. 1 indexed citations
17.
Baştürk, Nalan, Lennart F. Hoogerheide, Anne Opschoor, & Herman K. van Dijk. (2012). The R Package Mitlsem: Mixture of Student-T Distributions Using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation. SSRN Electronic Journal. 5 indexed citations
18.
Hoogerheide, Lennart F., Anne Opschoor, & Herman K. van Dijk. (2012). A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation. Journal of Econometrics. 171(2). 101–120. 42 indexed citations
19.
Hoogerheide, Lennart F., Anne Opschoor, & Herman K. van Dijk. (2011). A Class of Adaptive EM-Based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation. SSRN Electronic Journal. 7 indexed citations
20.
Opschoor, Anne. (2009). Understanding Financial Market Volatility. RePub (Erasmus University Rotterdam). 48(12). 3558–3583. 2 indexed citations

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.

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