%0 Journal Article %1 Getmansky2004 %A Getmansky, Mila %A Lo, Andrew W. %A Makarov, Igor %D 2004 %J Journal of Financial Economics %K Hedge funds %N 3 %P 529--609 %T An econometric model of serial correlation and illiquidity in hedge fund returns %U http://www.sciencedirect.com/science/article/B6VBX-4CTTN8R-1/1/55a39fbe05ebbc04f60db70aaee67e44 %V 74

@article{Getmansky2004, added-at = {2008-04-22T15:17:45.000+0200}, author = {Getmansky, Mila and Lo, Andrew W. and Makarov, Igor}, biburl = {https://www.bibsonomy.org/bibtex/29a456fbd9812cdbb04afddff49268dae/smicha}, interhash = {4b855d58e38cab013de119f056838ef1}, intrahash = {9a456fbd9812cdbb04afddff49268dae}, journal = {Journal of Financial Economics}, keywords = {Hedge funds}, month = Dec, number = 3, pages = {529--609}, timestamp = {2008-04-22T15:25:45.000+0200}, title = {An econometric model of serial correlation and illiquidity in hedge fund returns}, url = {http://www.sciencedirect.com/science/article/B6VBX-4CTTN8R-1/1/55a39fbe05ebbc04f60db70aaee67e44}, volume = 74, year = 2004 }