To cite 'bayesGARCH' in publications use:

Ardia, David (2008). Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Application. Lecture Notes in Economics and Mathematical Systems 612. Springer-Verlag, Berlin, Germany. ISBN 978-3-540-78656-6<doi:10.1007/978-3-540-78657-3>

Ardia, David and Hoogerheide, Lennart F. (2010). Bayesian estimation of the GARCH(1,1) model with Student-t innovations. The R Journal 2(2), pp.41-47 url:https://journal.r-project.org/archive/2010-2/

Ardia, David (2009). Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations. Econometrics Journal 12(1), pp.105-126.<doi:10.1111/j.1368-423X.2008.00253.x>

Corresponding BibTeX entries:

  @Book{,
    title = {Financial Risk Management with Bayesian Estimation of
      {GARCH} Models: Theory and Applications},
    author = {David Ardia},
    publisher = {Springer-Verlag},
    address = {Berlin, Germany},
    series = {Lecture Notes in Economics and Mathematical Systems},
    volume = {612},
    year = {2008},
    doi = {10.1007/978-3-540-78657-3},
    url = {http://www.springer.com/de/book/9783540786566},
    note = {ISBN 978-3-540-78656-6, e-ISBN 978-3-540-78657-3},
  }
  @Article{,
    author = {David Ardia and Lennart F. Hoogerheide},
    title = {Bayesian estimation of the {GARCH(1,1)} model with
      Student-t innovations},
    journal = {The R Journal},
    volume = {2},
    number = {2},
    pages = {41-47},
    year = {2010},
    url = {https://journal.r-project.org/archive/2010-2/},
  }
  @Article{,
    title = {Bayesian estimation of a Markov-switching threshold
      asymmetric {GARCH} model with Student-t innovations},
    author = {David Ardia},
    journal = {Econometrics Journal},
    volume = {12},
    number = {1},
    pages = {105-126},
    year = {2009},
    doi = {10.1111/j.1368-423X.2008.00253.x},
  }