Getmansky, M., Lo, A. W., & Makarov, I. (2003). An econometric model of serial correlation and illiquidity in hedge fund returns. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationGetmansky, Mila, Andrew W. Lo, and Igor Makarov. An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns. Cambridge, Mass: National Bureau of Economic Research, 2003.
MLA (9th ed.) CitationGetmansky, Mila, et al. An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns. National Bureau of Economic Research, 2003.
Warning: These citations may not always be 100% accurate.