5McCunoch J H.Measuring the term structure of interest rate[J].Journal of Business,1971,44 (1):19-31. 被引量:1
6Vasicek O A,Fong H G.Term structure modeling using exponential splines[J].Jounnal of Finance,1982,37(2):339-348. 被引量:1
7Fisher M,Nychka D,Zervos D.Fitting the term structure of interest rates with smoothing splines[R].Washington DC:Board of Govemors of the Federal Reserve System,1995. 被引量:1
8Wanggoner D F.Spline methods for extracting interest rate curves form coupon bond prices[R].Atlanta,GA:Federal Reserve Bank of Atlanta,1997. 被引量:1
9Bliss R R.Testing term structure estimation methods[R].Atlanta,GA:Federal Reserve Bank of Atlanta,1996. 被引量:1
10Jarivien S.Essays on pricing commodity derivatives[D].Helsinki,Finland:Helsinki School of Economics,2004. 被引量:1