AN ECONOMETRIC MODEL OF SERIAL CORRELATION AND ILLIQUIDITY IN HEDGE FUND RETURNS
| Year of publication: |
2003
|
|---|---|
| Authors: | Getmansky, Mila ; Lo, Andrew W. ; Makarov, Igor |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2003, 9571
|