Daniel Borup

Daniel Borup

Aarhus University - Aarhus / Denmark
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5230740
Aarhus Universitet
person_outline Daniel Borup's MOST POPULAR ARTICLES
1-) In search of a job: Forecasting employment growth using Google TrendsD Borup, ECM SchütteJournal of Business and Economic Statistics, forthcoming, 2022842022
2-) Targeting predictors in random forest regressionD Borup, BJ Christensen, NN Mühlbach, MS NielsenInternational Journal of Forecasting, forthcoming, 2022402022
3-) Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS modelD Borup, JS JakobsenQuantitative Finance 19 (11), 1839-1855, 2019392019
4-) Mixed-Frequency Machine Learning: Now-and Backcasting Weekly Initial Claims with Daily Internet Search-Volume DataD Borup, D Rapach, ECM SchütteInternational Journal of Forecasting, forthcoming, 202239*2022
5-) Predicting bond return predictabilityD Borup, JN Eriksen, MM Kjær, M ThyrsgaardManagement Science, forthcoming, 202228*2022