[
  {
    "title": "fEGarch: SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions",
    "author": [
      {
        "given": "Dominik",
        "family": "Schulz",
        "role": ["aut", "cre"],
        "email": "dominik.schulz@uni-paderborn.de",
        "comment": "Paderborn University, Germany"
      },
      {
        "given": "Yuanhua",
        "family": "Feng",
        "role": "aut",
        "email": "yuanhua.feng@uni-paderborn.de",
        "comment": "Paderborn University, Germany"
      },
      {
        "given": "Christian",
        "family": "Peitz",
        "role": "aut",
        "email": {},
        "comment": "Financial Intelligence Unit (German Government)"
      },
      {
        "given": "Oliver Kojo",
        "family": "Ayensu",
        "role": "aut",
        "email": "oliver.kojo.ayensu@uni-paderborn.de",
        "comment": "Paderborn University, Germany"
      }
    ],
    "year": "2026",
    "note": "R package version 1.0.6",
    "url": "https://CRAN.R-project.org/package=fEGarch"
  }
]
