@article{econhot_econhot-cited-f7193f92ebf01318,
  title = {An econometric model of serial correlation and illiquidity in hedge fund returns},
  author = {Mila Getmansky and Andrew W. Lo and Igor Makarov},
  journal = {Journal of Financial Economics},
  year = {2004},
  volume = {74},
  number = {3},
  pages = {529-609},
  doi = {10.1016/j.jfineco.2004.04.001},
  url = {https://doi.org/10.1016/j.jfineco.2004.04.001}
}