Anne Opschoor

Available identifiers

zbMath Open opschoor.anneMaRDI QIDQ528081

List of research outcomes

Publication	Date of Publication	Type
New HEAVY Models for Fat-Tailed Realized Covariances and Returns	2024-10-23	Paper
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings	2024-10-11	Paper
Accounting for missing values in score-driven time-varying parameter models	2018-09-11	Paper
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation	2017-05-12	Paper

Research outcomes over time

This page was built for person: Anne Opschoor