مقایسهٔ روش‌ها

	ارزش در معرض ریسک (VaR)	نوسان‌پذیری تحقق‌یافته و مدل HAR
حوزه	مالی	مالی
خانواده	Regression model	Regression model
سال پیدایش	2007	2009
پدیدآور	Jorion (textbook benchmark); popularised by RiskMetrics / J.P. Morgan	Corsi (HAR model); Andersen, Bollerslev, Diebold & Labys (realized volatility)
نوع	Financial risk measure	Time-series regression of realized variance
منبع بنیادین	Jorion, P. (2007). Value at Risk: The New Benchmark for Managing Financial Risk (3rd ed.). McGraw-Hill. ISBN: 978-0071464956	Corsi, F. (2009). A Simple Approximate Long-Memory Model of Realized Volatility. Journal of Financial Econometrics, 7(2), 174-196.
نام‌های دیگر	VaR, value-at-risk, delta-normal VaR, historical simulation VaR	realized variance, HAR model, heterogeneous autoregressive model of realized volatility, HAR-RV
مرتبط	5	5
خلاصه	Value at Risk is a financial risk measure that estimates the maximum loss a position or portfolio could suffer over a fixed holding period at a given confidence level. It is the standard benchmark in risk management and regulatory capital calculations, developed in the textbook tradition of Jorion (2007) and the Basel market-risk framework.	Realized volatility estimates an asset's variance directly from high-frequency intraday returns rather than from a parametric latent process. The Heterogeneous Autoregressive (HAR) model of Corsi (2009), building on the realized-volatility framework of Andersen, Bollerslev, Diebold and Labys (2003), forecasts this measure by combining daily, weekly, and monthly volatility components, and is a strong alternative to GARCH for volatility prediction.