1[1]Ho,T.S.,Lee.Term Structure Movements and Pricing Interest Rate Contingent Claim8[J].The Journal of Finance,1986,4l:1011-1028.
2[2]Fischer Black,Poiter Karasinski.Bond and Option Pricing:When Short Rates are Lognomal[J].Financial Analysis Journal,1991,7;52-59.
3[3]Cox.J.C.,J.E.IngersoIl Jr.,S.A.Ross.A Theory ofthe Term Stmcture of Interest Rates[J].Econometrjca,1985.53:384-407.
4[4]Chen,R.,L.Scott.Maximum Likelih00d Estimation of a Multi-Factor Equilibrium Model of the Tem Structure ot Interest Rates[J].Journal of Fixed Income,1993,3(3):14-32.
5[5]Pearson,N.,T.Sun.A Test of the Cox,Ingersoll and Ross Model of the Term Stmcture of Interest Rates Using the Method of Maxi-mum Likelihood[J].Journal of Finance,1994.
6[6]Chan,K.C.,G.A.Kamyli,F.A..Longstaff and A.B.Sand-ers.An Empirical Comparison of Alternative Models of the Short-tem Interest Rate[J].Journal of Finance,1992,47:1209-1227.
5David G Barr, John Y. Campbell, Inflation, real interest rates, and the bond market.. A study of UK nominal and index-linked government bond prices [J]. Journal of Monetary Economics, 1997, 39 (3):361-383.
6Oliver Linton, Enno Mammen, Jans Perch Nielsen.Carsten Tanggaard, Yield curve estimation by kernel smoothing methods [J]. Journal of Econometrics, 2001, 105 (1): 185-223.
7Matthew B. Canzoneri, Behzad T. Diba, Interest rate rules and price determinacy: The role of transactions serviees of bonds [J]. Journal of Monetary Economics, 2005, 52: 329-343.
8Francis X, Diebold, Canlin Li, Forecasting the term structure of government bond yields [J].Journal of Econometrics, 2006, 130: 337-364.
