To cite package ‘eFCM’ in publications use: Li M, Castro-Camilo D (2025). _eFCM: Exponential Factor Copula Model_. R package version 1.0, . A BibTeX entry for LaTeX users is @Manual{, title = {eFCM: Exponential Factor Copula Model}, author = {Mengran Li and Daniela Castro-Camilo}, year = {2025}, note = {R package version 1.0}, url = {https://CRAN.R-project.org/package=eFCM}, }