To cite package ‘fEGarch’ in publications use:

  Schulz D, Feng Y, Peitz C, Ayensu O (2026). _fEGarch: SM/LM EGARCH &
  GARCH, VaR/ES Backtesting & Dual LM Extensions_. R package version
  1.0.6, <https://CRAN.R-project.org/package=fEGarch>.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {fEGarch: SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions},
    author = {Dominik Schulz and Yuanhua Feng and Christian Peitz and Oliver Kojo Ayensu},
    year = {2026},
    note = {R package version 1.0.6},
    url = {https://CRAN.R-project.org/package=fEGarch},
  }