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.},
}
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