<p>因为正在做这方面的一个综述,但是有些文章学校数据库没有.</p><p>十万火急.请各位帮帮忙!!十分感谢!!</p><p>1.作者:coleman, T. and L. Fisher</p><p>&nbsp; title:&nbsp; estimating forward interest rates and yield curve form government bond prices: methodology and selected results.</p><p>&nbsp; from:&nbsp;&nbsp; working paper, Rutgers University </p><p>&nbsp; time: 1987</p><p>2.author: Litzenberger R.H. and J. Rolfo</p><p>&nbsp; title:&nbsp;&nbsp; An international study of tax effects on government bonds </p><p>&nbsp;&nbsp;from: JoF</p><p>&nbsp; time:1984</p><p>3.author: Diament, P. </p><p>&nbsp;title:&nbsp; Semi-empirical smooth fit to the treasury yield curves</p><p>&nbsp;from: journal of finxed income</p><p>&nbsp;time:1993</p><p>&nbsp;4.author: Coleman ,T.&nbsp;, L. Fisher and R. Ibbotson </p><p>&nbsp;&nbsp; title: estimating the term structure of interest rates from data that include the prices of coupon bonds</p><p>&nbsp; from: journal of fixed income</p><p>&nbsp; time:1992</p><p>5.author: Ronn, E.I.</p><p>&nbsp;&nbsp; title: A new linear programming approach to bond portfolio management</p><p>&nbsp;&nbsp; from: journal of financial and quantitative analysis</p><p>&nbsp; time:1987</p><p>6.author: Carleton, W. and I. Cooper</p><p>&nbsp;&nbsp; title: estimation and uses of the term structure of interest rates</p><p>&nbsp;&nbsp; from:JoF</p><p>&nbsp;&nbsp; time:1984</p><p>7.author: Chapman, D. and N. Pearson</p><p>&nbsp; title: Recent advances in estimating term structure models</p><p>&nbsp;&nbsp;from: Financial anlyst journal</p><p>8.author: Langeteig T. and J. Smoot</p><p>&nbsp; title: estimation of the term structure of interest rate</p><p>&nbsp; from: Research in financial services</p><p>&nbsp; time: 1989</p><p>9.Author: Adams, K. and D. van Deventer</p><p>&nbsp; title: fitting yield curves and forward rate curves with maximum smoothness</p><p>&nbsp;&nbsp;from:journal of fixed income</p><p>&nbsp; time:1994</p><p>&nbsp;10.author:Tordan, J. and S. Mani</p><p>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; title: term structure estimation from on-the-run treasuries </p><p>&nbsp;&nbsp;&nbsp;&nbsp; from: Journal of banking and finance</p><p>&nbsp;&nbsp;&nbsp;&nbsp; time:2002</p><p>十分感谢!!!</p><br>wangkang1984
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&nbsp;按版规求助&nbsp;2008-11-26 12:11:44