To cite package ‘GEVStableGarch’ in publications use:

  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>.

A BibTeX entry for LaTeX users is

  @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},
  }