Concepedia

Robert L. Kimmel

RL

9

Publications

1.3K

Citations

9

H-Index

2002

Active since

Affiliations

Princeton University(Current)

Swiss Finance Institute

École Polytechnique Fédérale de Lausanne

ETH Zurich

Ecole des Hautes Etudes Commerciales du Nord

Robert L. Kimmel is an author at Princeton University specializing in engineering, statistics, and economics.

Top concepts

Publications per year

2002–2010

9

Publications

9

Maximum likelihood estimation of stochastic volatility models

Yacine Aı̈t-Sahalia, Robert L. Kimmel · Journal of Financial Economics · 2006 · 566 citations

, , +5

Market price of risk specifications for affine models: Theory and evidence☆

Patrick Cheridito, Damir Filipović, Robert L. Kimmel · Journal of Financial Economics · 2006 · 345 citations · Full text

, , +9

Estimating affine multifactor term structure models using closed-form likelihood expansions☆

Yacine Aı̈t-Sahalia, Robert L. Kimmel · Journal of Financial Economics · 2010 · 171 citations

, , +4

Market Price of Risk Specifications for Affine Models: Theory and Evidence

Patrick Cheridito, Damir Filipović, Robert L. Kimmel · SSRN Electronic Journal · 2003 · 42 citations · Full text

, , +11

Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions

Yacine Aı̈t-Sahalia, Robert L. Kimmel · SSRN Electronic Journal · 2009 · 39 citations · Full text

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