When using rmgarch in publications, please cite:

To cite the rmgarch package, please use:

Ghalanos A (2019). rmgarch: Multivariate GARCH models.. R package version 1.3-7.

Corresponding BibTeX entry:

  @Manual{,
    title = {rmgarch: Multivariate GARCH models.},
    author = {Alexios Ghalanos},
    year = {2019},
    note = {R package version 1.3-7.},
  }