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When using rugarch in publications, please cite:
To cite the rugarch package, please use:
Galanos A (2024). rugarch: Univariate GARCH models.. R package version 1.5-3.
Corresponding BibTeX entry:
@Manual{, title = {rugarch: Univariate GARCH models.}, author = {Alexios Galanos}, year = {2024}, note = {R package version 1.5-3.}, }
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.