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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "garchx" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'garchx: Flexible and Robust GARCH-X Modelling'
version: '1.7'
doi: 10.32614/CRAN.package.garchx
abstract: Flexible and robust estimation and inference of Generalised Autoregressive
  Conditional Heteroscedasticity (GARCH) models with covariates ('X') based on the
  results by Francq and Thieu (2019) <https://doi.org/10.1017/S0266466617000512>.
  Coefficients can straightforwardly be set to zero by omission, and quasi maximum
  likelihood methods ensure estimates are generally consistent and inference valid,
  even when the standardised innovations are non-normal and/or dependent over time.
  See Sucarrat (2021) <https://doi.org/10.32614/RJ-2021-057> for an overview of the
  package.
authors:
- family-names: Sucarrat
  given-names: Genaro
  email: gsucarrat@gmail.com
  orcid: https://orcid.org/0000-0002-8433-837X
repository: https://cran.r-universe.dev
repository-code: https://github.com/gsucarrat/garchx
commit: 253639b27a732909a56dd7bb24db62519ba3f592
url: https://www.sucarrat.net/
date-released: '2026-06-29'
contact:
- family-names: Sucarrat
  given-names: Genaro
  email: gsucarrat@gmail.com
  orcid: https://orcid.org/0000-0002-8433-837X