Anne Opschoor

The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference

Lennart F. Hoogerheide, Herman K. van Dijk, Nalan Basturk, 2015 .

The R Package Mitisem: Efficient and Robust Simulation Procedures for Bayesian Inference

Nalan Basturk, Stefano Grassi, Anne Opschoor, 2017 .

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

Dick van Dijk, Anne Opschoor, Andre Lucas, 2020 .

Time Series Models for Business and Economic Forecasting

Philip Hans Franses, Dick van Dijk, Anne Opschoor, 1998 .

Accounting for Missing Values in Score-Driven Time-Varying Parameter Models

Anne Opschoor, Andre Lucas, Julia Schaumburg, 2016 .

Combining Density Forecasts using Focused Scoring Rules

Michel van der Wel, Dick van Dijk, Anne Opschoor, 2015 .

Dynamic discrete copula models for high‐frequency stock price changes

Siem Jan Koopman, Rutger Lit, Anne Opschoor, 2018, Journal of Applied Econometrics.

Accounting for missing values in score-driven time-varying parameter models

Anne Opschoor, Andre Lucas, Julia Schaumburg, 2016 .