Bandingkan kaedah

	Model HAR-RV bagi Volatiliti Terealisasi	Model Peralihan Rejim Markov untuk Siri Kewangan
Bidang	Kewangan	Kewangan
Keluarga	Regression model	Regression model
Tahun asal	2009	1989
Pengasas	Fulvio Corsi	James D. Hamilton
Jenis	Linear time-series regression for volatility	Markov regime-switching time-series model
Sumber perintis	Corsi, F. (2009). A Simple Approximate Long-Memory Model of Realized Volatility. Journal of Financial Econometrics, 7(2), 174–196.	Hamilton, J. D. (1989). A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. Econometrica, 57(2), 357-384.
Alias	HAR-RV, heterogeneous autoregressive realized volatility, Corsi HAR model, HAR-RV Modeli (Heterogeneous Autoregressive Realized Volatility)	Markov switching model, Hamilton regime-switching model, MS-AR, hidden Markov regime model
Berkaitan	5	1
Ringkasan	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.	The Markov regime-switching model, introduced by James D. Hamilton in 1989, is a hidden-state time-series model in which financial series such as returns or volatility behave with different parameters across distinct economic regimes (bull/bear or high/low volatility). It is the financial application of Hamilton's MS-AR model, where an unobserved Markov state governs which parameter set is active at each point in time.