O que é HAR model?

The HAR model (Corsi, 2009) regresses tomorrow’s realised variance on today’s, on the average of the last five days and on the average of the last twenty-two: $\mathrm{RV}_{t+1} = b_0 + b_d\mathrm{RV}_t + b_w\mathrm{RV}_t^{(5)} + b_m\mathrm{RV}_t^{(22)} + e_{t+1}$.