To cite package ‘GARCH.X’ in publications use:

Zambom A, Alegrete V, Sagaran E, Israni A (2026). GARCH.X: Estimation and Exogenous Covariate Selection for ARCH-m(X), Additive ARCH-m(x), and GARCH-X Models. R package version 2.0, https://CRAN.R-project.org/package=GARCH.X.

Corresponding BibTeX entry:

  @Manual{,
    title = {GARCH.X: Estimation and Exogenous Covariate Selection for
      ARCH-m(X), Additive ARCH-m(x), and GARCH-X Models},
    author = {Adriano Zambom and Vincent Alegrete and Elijah Sagaran
      and Avni Israni},
    year = {2026},
    note = {R package version 2.0},
    url = {https://CRAN.R-project.org/package=GARCH.X},
  }