To cite package ‘esback’ in publications use:

Bayer S, Dimitriadis T (2023). esback: Expected Shortfall Backtesting. R package version 0.3.1, https://github.com/bayerse/esback.

Corresponding BibTeX entry:

  @Manual{,
    title = {esback: Expected Shortfall Backtesting},
    author = {Sebastian Bayer and Timo Dimitriadis},
    year = {2023},
    note = {R package version 0.3.1},
    url = {https://github.com/bayerse/esback},
  }