To cite the 'mfGARCH' package in publications use:

Kleen O (2026). mfGARCH: Mixed-Frequency GARCH Models. R package version 0.2.2, https://github.com/onnokleen/mfGARCH/.

Conrad C, Kleen O (2020). “Two are better than one: Volatility forecasting using multiplicative component GARCH-MIDAS models.” Journal of Applied Econometrics, 35(1), 19-45. doi:10.1002/jae.2742, https://doi.org/10.1002/jae.2742.

Corresponding BibTeX entries:

  @Manual{,
    title = {mfGARCH: Mixed-Frequency GARCH Models},
    author = {Onno Kleen},
    year = {2026},
    note = {R package version 0.2.2},
    url = {https://github.com/onnokleen/mfGARCH/},
  }

  @Article{,
    title = {Two are better than one: Volatility forecasting using
      multiplicative component GARCH-MIDAS models},
    author = {Christian Conrad and Onno Kleen},
    year = {2020},
    journal = {Journal of Applied Econometrics},
    volume = {35},
    number = {1},
    pages = {19-45},
    doi = {10.1002/jae.2742},
    url = {https://doi.org/10.1002/jae.2742},
  }