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

A BibTeX entry for LaTeX users is

  @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},
  }

  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:10.1515/jtse-2017-0011

A BibTeX entry for LaTeX users is

  @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 = {10.1515/jtse-2017-0011},
  }