Daniel Borup
Names
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Daniel |
| last: |
Borup |
Identifer
Contact
Affiliations
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Aarhus Universitet
/ Institut for Økonomi
/ Center for Research in Econometric Analysis of Time Series (CREATES)
Research profile
author of:
- Statistical tests for equal predictive ability across multiple forecasting methods (RePEc:aah:create:2017-19)
by Daniel Borup & Martin Thyrsgaard - Assessing predictive accuracy in panel data models with long-range dependence (RePEc:aah:create:2019-04)
by Daniel Borup & Bent Jesper Christensen & Yunus Emre Ergemen - In search of a job: Forecasting employment growth using Google Trends (RePEc:aah:create:2019-13)
by Daniel Borup & Erik Christian Montes Schütte - Targeting predictors in random forest regression (RePEc:aah:create:2020-03)
by Daniel Borup & Bent Jesper Christensen & Nicolaj N. Mühlbach & Mikkel S. Nielsen - Predicting bond return predictability (RePEc:aah:create:2020-09)
by Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard - Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data (RePEc:aah:create:2021-02)
by Daniel Borup & David E. Rapach & Erik Christian Montes Schütte - Targeting predictors in random forest regression (RePEc:arx:papers:2004.01411)
by Daniel Borup & Bent Jesper Christensen & Nicolaj N{o}rgaard Muhlbach & Mikkel Slot Nielsen - Stock market volatility and public information flow: A non-linear perspective (RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001828)
by Bertelsen, Kristoffer Pons & Borup, Daniel & Jakobsen, Johan Stax - Asset pricing model uncertainty (RePEc:eee:empfin:v:54:y:2019:i:c:p:166-189)
by Borup, Daniel - Asset pricing with data revisions (RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000021)
by Borup, Daniel & Schütte, Erik Christian Montes - Targeting predictors in random forest regression (RePEc:eee:intfor:v:39:y:2023:i:2:p:841-868)
by Borup, Daniel & Christensen, Bent Jesper & Mühlbach, Nicolaj Søndergaard & Nielsen, Mikkel Slot - Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data (RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144)
by Borup, Daniel & Rapach, David E. & Schütte, Erik Christian Montes - The Anatomy of Out-of-Sample Forecasting Accuracy (RePEc:fip:fedawp:94993)
by Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe - The Anatomy of Out-of-Sample Forecasting Accuracy (RePEc:fip:fedawp:97785)
by Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe - Predicting Bond Return Predictability (RePEc:inm:ormnsc:v:70:y:2024:i:2:p:931-951)
by Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard - In Search of a Job: Forecasting Employment Growth Using Google Trends (RePEc:taf:jnlbes:v:40:y:2022:i:1:p:186-200)
by Daniel Borup & Erik Christian Montes Schütte - Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model (RePEc:taf:quantf:v:19:y:2019:i:11:p:1839-1855)
by Daniel Borup & Johan S. Jakobsen - Quantifying investor narratives and their role during COVID‐19 (RePEc:wly:japmet:v:38:y:2023:i:4:p:512-532)
by Daniel Borup & Jorge Wolfgang Hansen & Benjamin Dybro Liengaard & Erik Christian Montes Schütte