When using rugarch in publications, please cite:
To cite the rugarch package, please use:
Galanos A (2023). rugarch: Univariate GARCH models.. R package version 1.5-1.
Corresponding BibTeX entry:
@Manual{, title = {rugarch: Univariate GARCH models.}, author = {Alexios Galanos}, year = {2023}, note = {R package version 1.5-1.}, }