When using rugarch in publications, please cite:

To cite the rugarch package, please use:

Alexios Ghalanos (2014). rugarch: Univariate GARCH models. R package version 1.3-3.

Corresponding BibTeX entry:

  @Manual{,
    title = {rugarch: Univariate GARCH models.},
    author = {Alexios Ghalanos},
    year = {2014},
    note = {R package version 1.3-3.},
  }