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When using rumidas in publications, please cite:

To cite the rumidas package, please use:

Candila V (2024). rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS models.. R package version 0.1.2.

Corresponding BibTeX entry:

  @Manual{,
    title = {rumidas: Univariate GARCH-MIDAS, Double-Asymmetric
      GARCH-MIDAS and MEM-MIDAS models.},
    author = {Vincenzo Candila},
    year = {2024},
    note = {R package version 0.1.2.},
  }

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.