Department of Economics and Business Economics

Daniel Borup

  1. 2019
  2. Published
  3. Accepted/In press

    Asset pricing model uncertainty. / Borup, Daniel.

    In: Journal of Empirical Finance, 17.07.2019.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  4. E-pub ahead of print

    Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model. / Borup, Daniel; Jakobsen, Johan Stax.

    In: Quantitative Finance, 10.06.2019, p. 1-17.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  5. Published

    Assessing predictive accuracy in panel data models with long-range dependence. / Borup, Daniel; Christensen, Bent Jesper; Ergemen, Yunus Emre.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2019.

    Research output: Working paperResearch

  6. 2017
  7. Published

    Statistical tests for equal predictive ability across multiple forecasting methods. / Borup, Daniel; Thyrsgaard, Martin.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: Working paperResearch