Department of Economics and Business Economics

Daniel Borup

Assistant Professor

Daniel Borup

Profile

Assistant Professor 

Personal website

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 modelwith J. S. Jakobsen, 2019, Quantitative Finance, 19, pp. 1839-1855.

 

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