Welcome!

My name is Daan Opschoor and I am a PhD candidate in econometrics at Erasmus University Rotterdam and the Tinbergen Institute, under the supervision of Prof. Dick van Dijk and Prof. Philip Hans Franses.

My research interests are time series econometrics in empirical macroeconomics and finance, with a special focus on dynamic factor models, tail risks, and forecasting and nowcasting.

In Spring 2022, I visited the University of Pennsylvania in Philadelphia hosted by Prof. Francis X. Diebold, and in Spring 2023 I visited the SKEMA Business School in Paris hosted by Prof. Laurent Ferrara. 

In October 2024, I am joining Ortec Finance as a Quantitative Researcher.