To cite package ‘fExtremes’ in publications use:

Wuertz D, Setz T, Chalabi Y (2026). fExtremes: Rmetrics - Modelling Extreme Events in Finance. R package version 4032.84, https://r-forge.r-project.org/projects/rmetrics.

Corresponding BibTeX entry:

  @Manual{,
    title = {fExtremes: Rmetrics - Modelling Extreme Events in
      Finance},
    author = {Diethelm Wuertz and Tobias Setz and Yohan Chalabi},
    year = {2026},
    note = {R package version 4032.84},
    url = {https://r-forge.r-project.org/projects/rmetrics},
  }