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Robert L. Kimmel · Study

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Robert L. Kimmel

8 works· latest 2010· 3 institutionscluster: provisional

h-index8

i108

Citations1,226

Works here8

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Most cited in this library

Maximum likelihood estimation of stochastic volatility models2006 · 538 citations
Market price of risk specifications for affine models: Theory and evidence☆2006 · 326 citations
Estimating affine multifactor term structure models using closed-form likelihood expansions☆2010 · 163 citations
Maximum Likelihood Estimation of Stochastic Volatility Models2004 · 55 citations
Market Price of Risk Specifications for Affine Models: Theory and Evidence2004 · 39 citations

Works

8 shown

A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS*

Mathematical Finance·2010·3 authors·Open access

36citations

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

Journal of Financial Economics·2010·2 authors

163citations

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

SSRN Electronic Journal·2009·2 authors·preprint·Open access

38citations

Maximum likelihood estimation of stochastic volatility models

Journal of Financial Economics·2006·2 authors

538citations

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

Journal of Financial Economics·2006·3 authors·Open access

326citations

Maximum Likelihood Estimation of Stochastic Volatility Models

National Bureau of Economic Research·2004·2 authors·report·Open access

55citations

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

SSRN Electronic Journal·2004·3 authors·preprint·Open access

39citations

Modeling the term structure of interest rates: A new approach

Journal of Financial Economics·2003·1 author

31citations