To cite package ‘bmgarch’ in publications use:

Rast P, Martin S (2026). bmgarch: Bayesian Multivariate GARCH Models. R package version 2.1.0, https://CRAN.R-project.org/package=bmgarch.

Corresponding BibTeX entry:

  @Manual{,
    title = {bmgarch: Bayesian Multivariate GARCH Models},
    author = {Philippe Rast and Stephen Martin},
    year = {2026},
    note = {R package version 2.1.0},
    url = {https://CRAN.R-project.org/package=bmgarch},
  }