To cite 'nse' in publications use:

Ardia, D., Bluteau, K. (2017). 'nse': Numerical standard errors computation in 'R' Journal of Open Source Software 10(2).<doi:10.21105/joss.00172>

Ardia, D., Bluteau, K., Hoogerheide, L.F. (2018). Methods for computing numerical standard errors: Review and application to Value-at-Risk estimation. Journal of Time Series Econometrics 10(2), pp.1-9.<doi:10.2139/ssrn.2741587>

Corresponding BibTeX entries:

  @Article{,
    title = {{nse}: {C}omputation of numerical standard errors in {R}},
    author = {David Ardia and Keven Bluteau},
    journal = {Journal of Open Source Software},
    year = {2017},
    volume = {10},
    number = {2},
    doi = {10.21105/joss.00172},
  }

  @Article{,
    title = {Methods for computing numerical standard errors: Review
      and application to {V}alue-at-{R}isk estimation},
    author = {David Ardia and Keven Bluteau and Lennart Hoogerheide},
    year = {2018},
    journal = {Journal of Time Series Econometrics},
    volume = {10},
    number = {2},
    pages = {1-9},
    doi = {10.2139/ssrn.2741587},
  }