APA (7th ed.) Citation

O'Brien, J. M., & Berkowitz, J. (2005). Estimating bank trading risk: A factor model approach. National Bureau of Economic Research.

Chicago Style (17th ed.) Citation

O'Brien, James M., and Jeremy Berkowitz. Estimating Bank Trading Risk: A Factor Model Approach. Cambridge, Mass: National Bureau of Economic Research, 2005.

MLA (9th ed.) Citation

O'Brien, James M., and Jeremy Berkowitz. Estimating Bank Trading Risk: A Factor Model Approach. National Bureau of Economic Research, 2005.

Warning: These citations may not always be 100% accurate.