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# CITATION.cff file created with {cffr} R package
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cff-version: 1.2.0
message: 'To cite package "QuantileModels" in publications use:'
type: software
license: GPL-3.0-or-later
title: 'QuantileModels: Estimation of Different Quantile Related Models'
version: 1.0.0
abstract: Estimation of different quantile models, at the moment only Conditional
  autoregressive value at risk (CAViaR) proposed by Engle & Manganelli (2004) <https://doi.org/10.1198/073500104000000370>
  with also the specification proposed in Huang et al. (2009) <https://doi.org/10.1016/j.eneco.2008.12.006>
  and it's multivariate extension, Multi-variate multi-quantile CAViaR (MVMQ-CAViaR)
  proposed by White et al. (2015) <https://doi.org/10.1016/j.jeconom.2015.02.004>
  are available, however, in further updates, other models and extensions will be
  included.
authors:
- family-names: Jorge Carreiro
  given-names: Christian
  email: christianjorge59@gmail.com
repository: https://cran.r-universe.dev
commit: e385bf57f71197756d052fd508b1bbae70ffe3b1
date-released: '2026-06-25'
contact:
- family-names: Jorge Carreiro
  given-names: Christian
  email: christianjorge59@gmail.com