Method evidence record
HAR-RV Model
The HAR-RV model, introduced by Fulvio Corsi in 2009, forecasts realized volatility by decomposing it into daily, weekly, and monthly components. It is a simple linear regression that mirrors how market participants with different investment horizons react to volatility, and it naturally captures the long-memory behaviour of volatility.
Evidence statusSources recorded, not reviewedBibliographic sources are present. Claim-level evidence review has not been performed.
Source record
Recorded
Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.
Heterogeneous Autoregressive Model of Realized Volatility
Taxonomic method recordregression-modelfinance
Open full method1 recorded citation, copied from the method source record.
Curated claims
Assessed
Claims persisted in the evidence ledger, each with its own assessment.
No curated claims yet
This view does not invent a claim assessment when the ledger has none.
Related methods
Suggested5
Generated from the method graph and shown as machine-suggested relations. No evidence claim is inferred.
- Same method familyGARCH Model
machine-suggestedRelational suggestion, not evidence.
- Same method familyOLS Regression
machine-suggestedRelational suggestion, not evidence.
- Same method familyRegime-Switching Model
machine-suggestedRelational suggestion, not evidence.
- Same method familyTail Risk Measures
machine-suggestedRelational suggestion, not evidence.
- Same method familyWavelet Financial Analysis
machine-suggestedRelational suggestion, not evidence.