To cite package ‘portvine’ in publications use:

Sommer E (2024). portvine: Vine Based (Un)Conditional Portfolio Risk Measure Estimation. R package version 1.0.3.9000, https://github.com/emanuelsommer/portvine.

Corresponding BibTeX entry:

  @Manual{,
    title = {portvine: Vine Based (Un)Conditional Portfolio Risk
      Measure Estimation},
    author = {Emanuel Sommer},
    year = {2024},
    note = {R package version 1.0.3.9000},
    url = {https://github.com/emanuelsommer/portvine},
  }