To cite package ‘riskSimul’ in publications use:

Hormann W, Basoglu I (2023). riskSimul: Risk Quantification for Stock Portfolios under the T-Copula Model. R package version 0.1.2, https://CRAN.R-project.org/package=riskSimul.

Corresponding BibTeX entry:

  @Manual{,
    title = {riskSimul: Risk Quantification for Stock Portfolios under
      the T-Copula Model},
    author = {Wolfgang Hormann and Ismail Basoglu},
    year = {2023},
    note = {R package version 0.1.2},
    url = {https://CRAN.R-project.org/package=riskSimul},
  }