SSRNEconometrics & Forecasting
Augmented HAR
The Augmented HAR algorithm, combined with artificial neural networks, enhances forecast accuracy for stocks with less than seven years of data.
Featured in No. 9 on 26 Jul 2023 · 36 days after release · 6 citations today
- Released
- 20 Jun 2023
- First featured
- No. 9 · 26 Jul 2023
- Citations (Semantic Scholar)
- 6
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4516177
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).