To cite package ‘extremogram’ in publications use:

Frolova N, Cribben I (2016). extremogram: Estimation of Extreme Value Dependence for Time Series Data. R package version 1.0.2, https://CRAN.R-project.org/package=extremogram.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry:

  @Manual{,
    title = {extremogram: Estimation of Extreme Value Dependence for
      Time Series Data},
    author = {Nadezda Frolova and Ivor Cribben},
    year = {2016},
    note = {R package version 1.0.2},
    url = {https://CRAN.R-project.org/package=extremogram},
  }