Robert L. Kimmel

发表

Market price of risk speci-fications for a ne models: theory and evidence

Patrick Cheridito, D. Filipović, Robert L. Kimmel, 2004 .

Modeling the term structure of interest rates: A new approach

Robert L. Kimmel, 2004 .

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

Yacine Ait-Sahalia, Yacine Ait-Sahalia, Robert L. Kimmel, 2002 .

Affine Term Structure Models

Damir Filipović, Patrick Cheridito, Robert L. Kimmel, 2010 .

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

Patrick Cheridito, D. Filipović, Robert L. Kimmel, 2010 .

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

Patrick Cheridito, D. Filipović, Robert L. Kimmel, 2003 .

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

Yacine Ait-Sahalia, Robert L. Kimmel, 2002 .

Charles A. Dice Center for Research in Financial Economics Complex Times: Asset Pricing and Conditional Moments under Non-Affine Diffusions

Robert L. Kimmel, Robert L. Kimmel, 2009 .

Complex Times : Asset Pricing and Conditional Moments under NonA ffi ne Di ff usions ∗

Robert L. Kimmel, 2006 .

Spurious inference in unidentified asset-pricing models

Seung C. Ahn, Enrique Sentana, Robert L. Kimmel, 2022 .

The Econometrics of Fixed-Income Markets

Yacine Ait-Sahalia, Robert L. Kimmel, 2016 .

A Note on the Dai-Singleton Canonical Representation of Affine Term Structure Models

Patrick Cheridito, D. Filipović, Robert L. Kimmel, 2008 .