do Rego Sousa T, Otiniano C, Lopes S (2026). GEVStableGarch: ARMA-GARCH/APARCH Models with Stable, GEV and GAt Innovations. R package version 2.0.0, https://github.com/thiagodoregosousa/GEVStableGarch.

Corresponding BibTeX entry:

  @Manual{,
    title = {{GEVStableGarch}: ARMA-GARCH/APARCH Models with Stable,
      GEV and GAt Innovations},
    author = {Thiago {do Rego Sousa} and Cira Otiniano and Silvia
      Lopes},
    year = {2026},
    note = {R package version 2.0.0},
    url = {https://github.com/thiagodoregosousa/GEVStableGarch},
  }