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