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. The Journal of Applied Econometrics Dissertation Prize was launched in 2002, and is open to PhD students in economics writing a dissertation with a substantive empirical application in any field.
Anne Opschoor (1987) is an TI alumnus and assistant professor of finance at the VU University Amsterdam. He started in November 2009 as a PhD-student at Tinbergen Institute, supervised by TI fellows professor Dick van Dijk and Michel van der Wel. He defended his thesis ‘Understanding Financial Market Volatility’ in February 2014 at the Erasmus University Rotterdam.
News | January 08, 2015
Anne Opschoor wins 2014 JAE Dissertation Prize
Candidate fellow Anne Opschoor 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 TI fellows Dick van Dijk and Michel van der Wel. Opschoor receives a prize of $2,500 for this award.