Robert L. Kimmel

Finance · 2006–2010

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Robert L. Kimmel trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Yacine Aït-Sahalia
  2. G. Duffee
  3. Qiang Dai
  4. Kenneth J. Singleton
  5. Darrell Duffie
  6. Mikhail Chernov

Who trusts Robert L. Kimmel overall

  1. Anders B. Trolle
  2. Joanna M. Goard

Papers from Robert L. Kimmel's perspective

Ordered by how strongly the researchers Robert L. Kimmel trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Term premia and interest rate forecasts in affine models
  2. Specification Analysis of Affine Term Structure Models
  3. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. A Theory for the Term Structure of Interest Rates
  8. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  9. Estimation of affine asset pricing models using the empirical characteristic function
  10. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

Their papers