To cite package ‘ExactVaRTest’ in publications use:

  Chen Y (2025). _ExactVaRTest: Exact Finite-Sample Value-at-Risk
  Back-Testing_. R package version 0.1.3,
  <https://github.com/yujianchen219/exactvartest>.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {ExactVaRTest: Exact Finite-Sample Value-at-Risk Back-Testing},
    author = {Yujian Chen},
    year = {2025},
    note = {R package version 0.1.3},
    url = {https://github.com/yujianchen219/exactvartest},
  }