• Graduate Programs
  • Research
  • Browse our Courses
  • Events
    • Events Calendar
    • Events Archive
    • Summer School
      • Applied Public Policy Evaluation
      • Deep Learning
      • Development Economics
      • Economics of Blockchain and Digital Currencies
      • Economics of Climate Change
      • The Economics of Crime
      • Foundations of Machine Learning with Applications in Python
      • From Preference to Choice: The Economic Theory of Decision-Making
      • Inequalities in Health and Healthcare
      • Marketing Research with Purpose
      • Markets with Frictions
      • Modern Toolbox for Spatial and Functional Data
      • Sustainable Finance
      • Tuition Fees and Payment
      • Business Data Science Summer School Program
    • Tinbergen Institute Lectures
    • 2026 Tinbergen Institute Opening Conference
    • Annual Tinbergen Institute Conference
  • News
  • Alumni

26-082/II - Stochastic Volatility Models with Stable Disturbances: Estimation via linearization

  • Authors
    Fernando Roders, a.s.r. Asset Management; Siem Jan Koopman, Vrije Universiteit Amsterdam
  • Publication date
    October 2, 2026
  • JEL
    C32, C58, G15
Download here