To cite package ‘fGarch’ in publications use:
Wuertz D, Chalabi Y, Setz T, Maechler M, Boshnakov GN (2025). fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling. R package version 4052.93, https://CRAN.R-project.org/package=fGarch.
Corresponding BibTeX entry:
@Manual{,
title = {fGarch: Rmetrics - Autoregressive Conditional
Heteroskedastic Modelling},
author = {Diethelm Wuertz and Yohan Chalabi and Tobias Setz and
Martin Maechler and Georgi N. Boshnakov},
year = {2025},
note = {R package version 4052.93},
url = {https://CRAN.R-project.org/package=fGarch},
}