When using rugarch in publications, please cite:

To cite the rugarch package, please use:

Ghalanos A (2020). rugarch: Univariate GARCH models.. R package version 1.4-2.

Corresponding BibTeX entry:

  @Manual{,
    title = {rugarch: Univariate GARCH models.},
    author = {Alexios Ghalanos},
    year = {2020},
    note = {R package version 1.4-2.},
  }