When using rmgarch in publications, please cite:

Galanos A (2025). rmgarch: Multivariate GARCH models. R package version 1.4-2., https://github.com/alexiosg/rmgarch.

Corresponding BibTeX entry:

  @Manual{,
    title = {rmgarch: Multivariate GARCH models},
    author = {Alexios Galanos},
    year = {2025},
    note = {R package version 1.4-2.},
    url = {https://github.com/alexiosg/rmgarch},
  }