When using rmgarch in publications, please cite:

To cite the rmgarch package, please use:

Alexios Ghalanos (2015). rmgarch: Multivariate GARCH models. R package version 1.2-9.

Corresponding BibTeX entry:

  @Manual{,
    title = {rmgarch: Multivariate GARCH models.},
    author = {Alexios Ghalanos},
    year = {2015},
    note = {R package version 1.2-9.},
  }