When using rugarch in publications, please cite:

To cite the rugarch package, please use:

Galanos A (2025). rugarch: Univariate GARCH models.. R package version 1.5-4.

Corresponding BibTeX entry:

  @Manual{,
    title = {rugarch: Univariate GARCH models.},
    author = {Alexios Galanos},
    year = {2025},
    note = {R package version 1.5-4.},
  }