To cite FatTailsR in publications use:

Kiener P (2024). FatTailsR: Kiener Distributions and Fat Tails in Finance. R package version 1.8-5, https://CRAN.R-project.org/package=FatTailsR.

Corresponding BibTeX entry:

  @Manual{FatTailsR-package,
    title = {{FatTailsR}: Kiener Distributions and Fat Tails in
      Finance},
    author = {Patrice Kiener},
    year = {2024},
    note = {R package version 1.8-5},
    url = {https://CRAN.R-project.org/package=FatTailsR},
  }