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.},
  }