To cite FatTailsR in publications use:

Kiener P (2025). FatTailsR: Kiener Distributions and Fat Tails in Finance. R package version 2.0.0, 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 = {2025},
    note = {R package version 2.0.0},
    url = {https://CRAN.R-project.org/package=FatTailsR},
  }