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Daniel Borup

BorgWarner (Brazil) (per OpenAlex) · ORCID · OpenAlex

11 papers in scope · 11 published · 1 on the econ.EM arXiv · 428 citations · h-index 8 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Luca Attolico
  2. Philippe Goulet Coulombe
  3. Dalibor Stevanović
  4. Maxime Leroux
  5. Maximilian Goebel
  6. Maximilian Göbel
  7. Karin Klieber
  8. Eduardo Mendes
  9. Marcelo C. Medeiros
  10. Stéphane Surprenant
  11. Ricardo Masini
  12. Nicolaj Søndergaard Mühlbach
  13. Massimiliano Marcellino
  14. Bent Jesper Christensen
  15. Pär Stockhammar
  16. Oskar Gustafsson
  17. Mattias Villani
  18. Florian Huber
  19. Zhenzhong Wang
  20. Zhengyuan Zhu

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 11)

Quantifying investor narratives and their role during COVID‐19
published2023 · Journal of Applied Econometrics · 10 citations
with Jorge Wolfgang Hansen, Benjamin D. Liengaard, Erik Christian Montes Schütte
Journal of Applied Econometrics
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data
published2022 · International Journal of Forecasting · 25 citations
with David E. Rapach, Erik Christian Montes Schütte
International Journal of Forecasting
Targeting predictors in random forest regression
published2022 · International Journal of Forecasting · 183 citations · first circulated 2020
with Bent Jesper Christensen, Nicolaj Søndergaard Mühlbach, Mikkel Slot Nielsen, Nicolaj Nørgaard Mühlbach, Nicolaj N orgaard M uhlbach
Paper profile International Journal of Forecasting arXiv:2004.01411
Stock market volatility and public information flow: A non-linear perspective
published2021 · Economics Letters · 5 citations
with Kristoffer Pons Bertelsen, Johan Stax Jakobsen
Economics Letters
Asset pricing with data revisions
published2021 · Journal of Financial Markets · 14 citations · first circulated 2019
with Erik Christian Montes Schütte
Journal of Financial Markets
Now-and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data
published2021 · CREATES Research Papers · 7 citations · first circulated 2020
with David E. Rapach, Erik Christian Montes Schütte
CREATES Research Papers
In Search of a Job: Forecasting Employment Growth Using Google Trends
published2020 · Journal of Business and Economic Statistics · 110 citations · first circulated 2019
with Erik Christian Montes Schütte
Journal of Business and Economic Statistics
Predicting Bond Return Predictability
published2020 · Management Science · 20 citations
with Jonas N. Eriksen, Mads Markvart Kjær, Martin Thyrsgaard, Daniel Borup Andersen
Management Science
Asset pricing model uncertainty
published2019 · Journal of Empirical Finance · 10 citations
Journal of Empirical Finance
Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model
published2019 · Quantitative Finance · 44 citations
with Johan Stax Jakobsen
Quantitative Finance
Assessing predictive accuracy in panel data models with long-range dependence
published2019 · CREATES Research Papers
with Bent Jesper Christensen, Yunus Emre Ergemen
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Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.