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When using rugarch in publications, please cite:

To cite the rugarch package, please use:

Galanos A (2024). rugarch: Univariate GARCH models.. R package version 1.5-3.

Corresponding BibTeX entry: 

  @Manual{,
    title = {rugarch: Univariate GARCH models.},
    author = {Alexios Galanos},
    year = {2024},
    note = {R package version 1.5-3.},
  }

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