# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
# --------------------------------------------
 
cff-version: 1.2.0
message: 'To cite package "fExtremes" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'fExtremes: Rmetrics - Modelling Extreme Events in Finance'
version: '4032.84'
doi: 10.32614/CRAN.package.fExtremes
abstract: 'Provides functions for analysing and modelling extreme events in financial
  time Series. The topics include: (i) data pre-processing, (ii) explorative data
  analysis, (iii) peak over threshold modelling, (iv) block maxima modelling, (v)
  estimation of VaR and CVaR, and (vi) the computation of the extreme index.'
authors:
- family-names: Wuertz
  given-names: Diethelm
- family-names: Setz
  given-names: Tobias
- family-names: Chalabi
  given-names: Yohan
- family-names: Northrop
  given-names: Paul J.
  email: p.northrop@ucl.ac.uk
repository: https://r-forge.r-universe.dev
repository-code: https://r-forge.r-project.org/projects/rmetrics
commit: f54a10765e1cfb29d1de66ee8aa5a33aabd224c9
url: https://www.rmetrics.org
contact:
- family-names: Northrop
  given-names: Paul J.
  email: p.northrop@ucl.ac.uk