Linganisha mbinu

	Nadharia ya Hisa Zinazotambulika na Muundo wa HAR	Kipimo cha Uunganishaji wa Johansen na Kielelezo cha Mfumo wa Kurekebisha Makosa
Nyanja	Fedha	Fedha
Familia	Regression model	Regression model
Mwaka wa asili	2009	1991
Mwanzilishi	Corsi (HAR model); Andersen, Bollerslev, Diebold & Labys (realized volatility)	Søren Johansen
Aina	Time-series regression of realized variance	Multivariate cointegration / vector error correction model
Chanzo asilia	Corsi, F. (2009). A Simple Approximate Long-Memory Model of Realized Volatility. Journal of Financial Econometrics, 7(2), 174-196.	Johansen, S. (1991). Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrica, 59(6), 1551-1580.
Majina mbadala	realized variance, HAR model, heterogeneous autoregressive model of realized volatility, HAR-RV	Johansen test, VECM, vector error correction model, multivariate cointegration
Zinazohusiana	5	3
Muhtasari	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.	The Johansen procedure is a multivariate cointegration framework, introduced by Søren Johansen in 1991, that tests for long-run equilibrium relationships among several I(1) time series. It determines how many cointegrating vectors link the series and then builds a Vector Error Correction Model (VECM) to describe the short-run dynamics around that equilibrium.