To cite 'nse' in publications use:

Ardia D, Bluteau K (2017). “nse: Computation of Numerical Standard Errors in R.” Journal of Open Source Software, 2(10), 172. doi:10.21105/joss.00172.

For the corresponding methods please cite:

Ardia D, Bluteau K, Hoogerheide LF (2018). “Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation.” Journal of Time Series Econometrics, 10(2), 20170011. doi:10.1515/jtse-2017-0011.

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 = {2},
    number = {10},
    pages = {172},
    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 F.
      Hoogerheide},
    year = {2018},
    journal = {Journal of Time Series Econometrics},
    volume = {10},
    number = {2},
    pages = {20170011},
    doi = {10.1515/jtse-2017-0011},
  }