Candidate fellow Dr Anne Opschoor has won the 2014 Journal of Applied Econometrics Dissertation Prize for his paper “Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities”, written with fellows of the Tinbergen Institute (TI), Prof. Dick van Dijk and Dr Michel van der Wel. Opschoor receives a prize of US 2,500 for this award.
The reviewers lauded the careful and rigorous application of econometric techniques, the appropriate interpretation of the results, and the economic content of the nominated paper. Anne
Anne Opschoor (1987) is a TI-alumnus and assistant professor of finance at the VU University Amsterdam. In November 2009 he started as a PhD-student at Tinbergen Institute, supervised by TI fellows Prof. Dick van Dijk and Dr Michel van der Wel. He defended his thesis ‘Understanding Financial Market Volatility’ successfully in February 2014 at Erasmus University Rotterdam.
Tinbergen Institute (TI) is one of Europe's leading graduate schools and research institutes in economics, econometrics and finance. TI is operated jointly by the Schools of Economics of Erasmus University Rotterdam, University of Amsterdam and VU University Amsterdam in the Netherlands. Tinbergen Institute offers a research master program in economics as well as PhD opportunities under expert supervision by our international research fellows.