Information Journal Paper
APA:
CopyGETMANSKY, MILA, LO, ANDREW W., & MAKAROV, IGOR. (2004). AN ECONOMETRIC MODEL OF SERIAL CORRELATION AND ILLIQUIDITY IN HEDGE FUND RETURNS. JOURNAL OF FINANCIAL ECONOMICS, 74(3), 529-609. SID. https://sid.ir/paper/595760/en
Vancouver:
CopyGETMANSKY MILA, LO ANDREW W., MAKAROV IGOR. AN ECONOMETRIC MODEL OF SERIAL CORRELATION AND ILLIQUIDITY IN HEDGE FUND RETURNS. JOURNAL OF FINANCIAL ECONOMICS[Internet]. 2004;74(3):529-609. Available from: https://sid.ir/paper/595760/en
IEEE:
CopyMILA GETMANSKY, ANDREW W. LO, and IGOR MAKAROV, “AN ECONOMETRIC MODEL OF SERIAL CORRELATION AND ILLIQUIDITY IN HEDGE FUND RETURNS,” JOURNAL OF FINANCIAL ECONOMICS, vol. 74, no. 3, pp. 529–609, 2004, [Online]. Available: https://sid.ir/paper/595760/en