Robert L. Kimmel - Concepedia

Author

Robert L. Kimmel

Princeton University

Also Known As

Robert Kimmel, Robert L. Kimmel

Publications

1.4K

Citations

H-Index

Concepts

All Affiliations

Princeton University Swiss Finance Institute École Polytechnique Fédérale de Lausanne ETH Zurich Ecole des Hautes Etudes Commerciales du Nord

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	5	5	839
2	Business	4	4	447
3	Economics	4	4	447
4	Finance	4	4	447
5	Linguistics	1	1	35

Robert L. Kimmel

Publications

1.3K

Citations

H-Index

Page 1

	Year	Citations
Maximum likelihood estimation of stochastic volatility models Yacine Aı̈t-Sahalia, Robert L. Kimmel Journal of Financial Economics Volatility ModelingMultivariate Stochastic VolatilityEngineeringMaximum Likelihood EstimationParameter Estimation	2006	566
Market price of risk specifications for affine models: Theory and evidence☆ Patrick Cheridito, Damir Filipović, Robert L. Kimmel Journal of Financial Economics Market PriceEconomicsRisk SpecificationsFinancial EconomicsAsset Pricing	2006	345
Estimating affine multifactor term structure models using closed-form likelihood expansions☆ Yacine Aı̈t-Sahalia, Robert L. Kimmel Journal of Financial Economics Parameter EstimationLatent ModelingEngineeringClosed-form Likelihood Expansions☆Statistical Inference	2010	171
Market Price of Risk Specifications for Affine Models: Theory and Evidence Patrick Cheridito, Damir Filipović, Robert L. Kimmel SSRN Electronic Journal Market PriceEconomicsRisk SpecificationsFinancial EconomicsAsset Pricing	2003	42
Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions Yacine Aı̈t-Sahalia, Robert L. Kimmel SSRN Electronic Journal	2009	39
Modeling the term structure of interest rates: A new approach Robert L. Kimmel Journal of Financial Economics Cox-ingersoll-ross ModelEconomicsMonetary PolicyTerm Structure ModelMacroeconomics	2003	35
A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS* Patrick Cheridito, Damir Filipović, Robert L. Kimmel Mathematical Finance Spectral TheoryTerm Structure ModelEngineeringRepresentation TheoryAlgebraic Structure	2010	35
Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions Yacine Aı̈t-Sahalia, Robert L. Kimmel Parameter EstimationAffine ModelsEngineeringMaximum Likelihood EstimationTerm Structure Model	2002	25
A Note on the Dai-Singleton Canonical Representation of Affine Term Structure Models Patrick Cheridito, Damir Filipović, Robert L. Kimmel SSRN Electronic Journal	2008	14

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