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