Department of Economics and Business Economics

Daniel Borup Andersen

  1. 2022
  2. Published

    Asset pricing with data revisions. / Borup, Daniel; Montes Schütte, Erik Christian.

    In: Journal of Financial Markets, Vol. 59, No. Part B, 100620, 06.2022.

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

  3. Published

    In search of a job: Forecasting employment growth using Google Trends. / Borup, Daniel; Montes Schütte, Erik Christian.

    In: Journal of Business and Economic Statistics, Vol. 40, No. 1, 2022, p. 186-200.

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

  4. Accepted/In press

    Targeting Predictors in Random Forest Regression. / Andersen, Daniel Borup; Christensen, Bent Jesper; Mühlbach, Nicolaj Adam Søndergaard et al.

    In: International Journal of Forecasting, 2022.

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

  5. 2021
  6. Published

    Stock market volatility and public information flow : A non-linear perspective. / Bertelsen, Kristoffer Pons; Borup, Daniel; Jakobsen, Johan Stax.

    In: Economics Letters, Vol. 204, 109905, 07.2021.

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

  7. Published

    Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. / Borup, Daniel; Rapach, David E.; Montes Schütte, Erik Christian.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2021.

    Research output: Working paper/Preprint Working paperResearch

  8. 2020
  9. Published

    Predicting bond return predictability. / Borup, Daniel; Eriksen, Jonas Nygaard; Kjær, Mads Markvart et al.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2020.

    Research output: Working paper/Preprint Working paperResearch

  10. Published

    Targeting predictors in random forest regression. / Borup, Daniel; Christensen, Bent Jesper; Mühlbach, Nicolaj Nørgaard et al.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2020.

    Research output: Working paper/Preprint Working paperResearch

  11. 2019
  12. 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

  13. Published

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

    In: Quantitative Finance, Vol. 19, No. 11, 02.11.2019, p. 1839-1855.

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

  14. 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. thesis

  15. Published

    In search of a job : Forecasting employment growth using Google Trends. / Borup, Daniel; Montes Schütte, Erik Christian.

    Aarhus, 2019. p. 1.

    Research output: Working paper/Preprint Working paperResearch

  16. 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 paper/Preprint Working paperResearch

  17. 2017
  18. 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 paper/Preprint Working paperResearch