TY  - JOUR
TI  - An econometric model of serial correlation and illiquidity in hedge fund returns
AU  - Mila Getmansky
AU  - Andrew W. Lo
AU  - Igor Makarov
JO  - Journal of Financial Economics
PY  - 2004
VL  - 74
IS  - 3
DO  - 10.1016/j.jfineco.2004.04.001
UR  - https://doi.org/10.1016/j.jfineco.2004.04.001
ER  -