Keyphrases
Loading Curve
100%
Functional Dynamic Factor Model
100%
Yield Curve Forecasting
100%
Dynamic Factor Model
100%
Factor Loadings
100%
Functional Factors
50%
Bond Portfolio Management
50%
Security Pricing
50%
Economic Theory
50%
Derivative Securities
50%
Management Security
50%
Zero Coupon Bond
50%
Bond Yields
50%
Economic Interpretation
50%
Actual Yield
50%
Functional Time Series
50%
Economics, Econometrics and Finance
Factor Model
100%
Yield Curve
100%
Time Series
66%
Expectation-Maximization Algorithm
33%
Portfolio Selection
33%
Pricing
33%
Zero-Coupon Bond
33%
Engineering
Dynamic Factor
100%
Expectation Maximization Algorithm
33%
Illustrates
33%
Portfolio Management
33%