Department of Economics and Business Economics

Daniel Borup

  1. Journal article › Research › Peer-reviewed
  2. Published

    Asset pricing model uncertainty. / Borup, Daniel.

    In: Journal of Empirical Finance, Vol. 54, 12.2019, p. 166-189.

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

  3. 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

  4. Ph.D. thesis › Research
  5. Published

    Econometric Modeling and Forecasting in Financial Markets. / Borup, Daniel.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2019. 193 p. (ECON PhD Dissertations; No. 2019-13).

    Research output: Book/anthology/dissertation/reportPh.D. thesisResearch

  6. Working paper › Research › Not peer-reviewed
  7. 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

  8. Published
  9. 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