3Januj Juneja.??Common factors, principal components analysis, and the term structure of interest rates(J)International Review of Financial Analysis . 2012
4Litterman R,Scheinkman J.Common factors affecting bond returns. Journal of Fixed Income . 1991
5David J Bolder,Grahame Johnson,Adam Metzler.An empirical analysis of the Canadian term structure of zero-coupon interest rates. Bank of Canada Working Paper . 2004
6Hu Zhiqiang,Lin Feng.An empirical study on the variation of the treasury bond yield curve based on the principal component analysis in China. . 2007
