When using rmgarch in publications, please cite:
To cite the rmgarch package, please use:
Galanos A (2022). rmgarch: Multivariate GARCH models.. R package version 1.3-9.
Corresponding BibTeX entry:
@Manual{, title = {rmgarch: Multivariate GARCH models.}, author = {Alexios Galanos}, year = {2022}, note = {R package version 1.3-9.}, }