To cite package ‘ExtremeRisks’ in publications use:

Padoan S, Stupfler G, Pacifici C (2026). ExtremeRisks: Extreme Risk Measures. R package version 0.0.6, https://CRAN.R-project.org/package=ExtremeRisks.

Corresponding BibTeX entry:

  @Manual{,
    title = {ExtremeRisks: Extreme Risk Measures},
    author = {Simone Padoan and Gilles Stupfler and Carlotta Pacifici},
    year = {2026},
    note = {R package version 0.0.6},
    url = {https://CRAN.R-project.org/package=ExtremeRisks},
  }