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Daniel Borup
Assistant Professor
Department of Economics and Business Economics
Fuglesangs Allé 4
building 2631, 10
8210 Aarhus V
Denmark
Phone: +4587164937
Department of Economics and Business Economics - CREATES
Fuglesangs Allé 4
building 2631, 10
8210 Aarhus V
Denmark
Phone: +4587164937
Profile
Assistant Professor
Member of the Accounting and Finance Section and CREATES
Research Secretary: Pernille Vorsø Jachobsen
Selected publications
In search of a job: Predicting employment growth using Google Trends, with E. C. M. Schütte, 2020, Journal of Business & Economic Statistics. Data and MATLAB code.
Asset pricing model uncertainty, 2019, Journal of Empirical Finance, 54, pp. 166-189.
Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model, with J. S. Jakobsen, 2019, Quantitative Finance, 19, pp. 1839-1855.
Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data
Research output: Working paper › Research
Predicting bond return predictability
Research output: Working paper › Research
- E-pub ahead of print
In search of a job: Forecasting employment growth using Google Trends
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
ID: 90849067