In search of a job: Forecasting employment growth using Google Trends D Borup, ECM Schütte Journal of Business and Economic Statistics, forthcoming, 2022 | 92 | 2022 |
Targeting predictors in random forest regression D Borup, BJ Christensen, NN Mühlbach, MS Nielsen International Journal of Forecasting, forthcoming, 2022 | 53 | 2022 |
Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model D Borup, JS Jakobsen Quantitative Finance 19 (11), 1839-1855, 2019 | 39 | 2019 |
Mixed-Frequency Machine Learning: Now-and Backcasting Weekly Initial Claims with Daily Internet Search-Volume Data D Borup, D Rapach, ECM Schütte International Journal of Forecasting, forthcoming, 2022 | 31* | 2022 |
Predicting bond return predictability D Borup, JN Eriksen, MM Kjær, M Thyrsgaard Management Science, forthcoming, 2022 | 23* | 2022 |
Asset pricing with data revisions D Borup, ECM Schütte Journal of Financial Markets, forthcoming, 2021 | 16 | 2021 |
The anatomy of out-of-sample forecasting accuracy D Borup, P Goulet Coulombe, D Rapach, ECM Schütte, ... FRB Atlanta Working Paper, 2022 | 14 | 2022 |
Tell me a story: Quantifying economic narratives and their role during COVID-19 D Borup, J Hansen, B Liengaard, ECM Schütte Journal of Applied Econometrics, 2023 | 13* | 2023 |
Asset pricing model uncertainty D Borup Journal of Empirical Finance 54, 166-189, 2019 | 9 | 2019 |
Stock market volatility and public information flow: A non-linear perspective KP Bertelsen, D Borup, JS Jakobsen Economics Letters 204, 109905, 2021 | 3 | 2021 |
Immunization with consistent term structure dynamics D Borup, BJ Christensen, JW Hansen Immunization With Consistent Term Structure Dynamics: Borup, Daniel …, 2022 | 1* | 2022 |
Predictive Regressions under Arbitrary Persistence and Stock Return Predictability D Borup, BJ Christensen, YE Ergemen Available at SSRN 3802472, 2021 | 1 | 2021 |
Assessing predictive accuracy in panel data models with long-range dependence D Borup, BJ Christensen, YE Ergemen | | 2019 |
Econometric Modeling and Forecasting in Financial Markets D Borup Department of Economics and Business, Aarhus University, 2019 | | 2019 |