When using rugarch in publications, please cite:

To cite the rugarch package, please use:

Ghalanos A (2022). rugarch: Univariate GARCH models.. R package version 1.4-6.

Corresponding BibTeX entry:

  @Manual{,
    title = {rugarch: Univariate GARCH models.},
    author = {Alexios Ghalanos},
    year = {2022},
    note = {R package version 1.4-6.},
  }