To cite GAS in publications use:

  Ardia D, Boudt K, Catania L (2019). “Generalized Autoregressive Score
  Models in R: The GAS Package.” _Journal of Statistical Software_,
  *88*(6), 1-28. doi:10.18637/jss.v088.i06
  <https://doi.org/10.18637/jss.v088.i06>.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {Generalized Autoregressive Score Models in {R}: The {GAS} Package},
    author = {David Ardia and Kris Boudt and Leopoldo Catania},
    journal = {Journal of Statistical Software},
    year = {2019},
    volume = {88},
    number = {6},
    pages = {1--28},
    doi = {10.18637/jss.v088.i06},
  }