To cite package ‘esreg’ in publications use: Bayer S, Dimitriadis T (2023). _esreg: Joint Quantile and Expected Shortfall Regression_. R package version 0.6.2, . A BibTeX entry for LaTeX users is @Manual{, title = {esreg: Joint Quantile and Expected Shortfall Regression}, author = {Sebastian Bayer and Timo Dimitriadis}, year = {2023}, note = {R package version 0.6.2}, url = {https://CRAN.R-project.org/package=esreg}, }