Functional Signal plus Noise (FSN) models are proposed for analysing the dynamics of a large cross-section of yields or … asset prices in which contemporaneous observations are functionally related. The FSN models are used to forecast high … forecasts are compared with those of rival methods such as the FSN models, with the results strongly supporting the growing body …

Functional Signal plus Noise (FSN) models are proposed for analysing the dynamics of a large cross-section of yields or … asset prices in which contemporaneous observations are functionally related. The FSN models are used to forecast high … forecasts are compared with those of rival methods such as the FSN models, with the results strongly supporting the growing body …

Functional Signal plus Noise (FSN) models are proposed for analysing the dynamics of a large cross-section of yields or … asset prices in which contemporaneous observations are functionally related. The FSN models are used to forecast high … forecasts are compared with those of rival methods such as the FSN models, with the results strongly supporting the growing body …