citHeader("To cite mqqcause in publications, please use:")

bibentry(
  bibtype  = "Manual",
  title    = paste("mqqcause: Multivariate Quantile-on-Quantile",
                   "Granger Causality"),
  author   = person("Merwan", "Roudane",
                    email = "merwanroudane920@gmail.com"),
  year     = "2026",
  note     = "R package version 1.0.0",
  url      = "https://github.com/merwanroudane/qqcaus",
  textVersion = paste(
    "Roudane, M. (2026).",
    "mqqcause: Multivariate Quantile-on-Quantile Granger Causality.",
    "R package version 1.0.0.",
    "https://github.com/merwanroudane/qqcaus"
  )
)

bibentry(
  bibtype  = "Article",
  title    = paste("Oil Prices, US Stock Return, and the Dependence",
                   "Between Their Quantiles"),
  author   = c(person("Nicholas", "Sim"),
               person("Hongtao",  "Zhou")),
  journal  = "Journal of Banking and Finance",
  year     = "2015",
  volume   = "55",
  pages    = "1--12",
  doi      = "10.1016/j.jbankfin.2015.01.013"
)

bibentry(
  bibtype  = "Article",
  title    = "Testing for Granger-causality in Quantiles",
  author   = person("Victor", "Troster"),
  journal  = "Econometric Reviews",
  year     = "2018",
  volume   = "37",
  number   = "8",
  pages    = "850--866",
  doi      = "10.1080/07474938.2016.1172400"
)
