Sebastien Blais
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Working papers
"A Bayesian Analysis of Affine Term Structure Models."
"Normalizing Empirically Underidentified Linear State Space Models."
(revised 2017/05/24)
Slides (2017/05/27)
“Statistical Arbitrage with Affine Term Structure Models.” (Under revision.)
Work in progress
“Structural Parameter Expansion for EM.”
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