To cite package ‘VaRES’ in publications use:

Nadarajah S, Chan S, Afuecheta E (2023). VaRES: Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions. R package version 1.0.2, https://github.com/lbelzile/vares.

Corresponding BibTeX entry:

  @Manual{,
    title = {VaRES: Computes Value at Risk and Expected Shortfall for
      over 100 Parametric Distributions},
    author = {Saralees Nadarajah and Stephen Chan and Emmanuel
      Afuecheta},
    year = {2023},
    note = {R package version 1.0.2},
    url = {https://github.com/lbelzile/vares},
  }