Modélisation de la dynamique des rentabilités des hedge funds : dépendance, effets de persistance et problèmes d’illiquidité

Mohamed-Ali Limam

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DOI: 10.70675/a4b39783ze120z4373zb870z808c4c184c99
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Publisher: Agence Bibliographique de l'Enseignement Supérieur
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Cite this work

BibTeX

@article{allodium:10.70675/a4b39783ze120z4373zb870z808c4c184c99,
  title = {Modélisation de la dynamique des rentabilités des hedge funds : dépendance, effets de persistance et problèmes d’illiquidité},
  author = {Mohamed-Ali Limam},
  doi = {10.70675/a4b39783ze120z4373zb870z808c4c184c99},
  url = {https://doi.org/10.70675/a4b39783ze120z4373zb870z808c4c184c99}
}

RIS

TY  - JOUR
TI  - Modélisation de la dynamique des rentabilités des hedge funds : dépendance, effets de persistance et problèmes d’illiquidité
AU  - Mohamed-Ali Limam
DO  - 10.70675/a4b39783ze120z4373zb870z808c4c184c99
UR  - https://doi.org/10.70675/a4b39783ze120z4373zb870z808c4c184c99
ER  -

APA

Limam, M. (n.d.). Modélisation de la dynamique des rentabilités des hedge funds : dépendance, effets de persistance et problèmes d’illiquidité. https://doi.org/10.70675/a4b39783ze120z4373zb870z808c4c184c99

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crossref · retrieved 2026-11-10T20:25:15.767Z