To cite package ccgarch in publications use:

Tomoaki Nakatani (2009). ccgarch: An R Package for Modelling Multivariate GARCH Models with Conditional Correlations, R package version 0.1.9, URL <http://CRAN.r-project/package=ccgarch>.

Corresponding BibTeX entry:

  @Manual{,
    title = {ccgarch: An R Package for Modelling Multivariate GARCH
      Models with Conditional Correlations},
    author = {Tomoaki Nakatani},
    year = {2009},
    note = {R package version 0.1.9, URL
      <http://CRAN.r-project/package=ccgarch>.},
  }