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# CITATION file created with {cffr} R package
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cff-version: 1.2.0
message: 'To cite package "rumidas" in publications use:'
type: software
license: GPL-3.0-only
title: 'rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS'
version: 0.1.2
identifiers:
- type: doi
  value: 10.32614/CRAN.package.rumidas
abstract: Adds the MIxing-Data Sampling (MIDAS, Ghysels et al. (2007) <https://doi.org/10.1080/07474930600972467>)
  components to a variety of GARCH and MEM (Engle (2002) <https://doi.org/10.1002/jae.683>,
  Engle and Gallo (2006) <https://doi.org/10.1016/j.jeconom.2005.01.018>, and Amendola
  et al. (2024) <https://doi.org/10.1016/j.seps.2023.101764>) models, with the aim
  of predicting the volatility with additional low-frequency (that is, MIDAS) terms.
  The estimation takes place through simple functions, which provide in-sample and
  (if present) and out-of-sample evaluations. 'rumidas' also offers a summary tool,
  which synthesizes the main information of the estimated model. There is also the
  possibility of generating one-step-ahead and multi-step-ahead forecasts.
authors:
- family-names: Candila
  given-names: Vincenzo
  email: vcandila@unisa.it
preferred-citation:
  type: manual
  title: 'rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS
    models.'
  authors:
  - family-names: Candila
    given-names: Vincenzo
    email: vcandila@unisa.it
  year: '2024'
  notes: R package version 0.1.2.
repository: https://CRAN.R-project.org/package=rumidas
date-released: '2024-02-17'
contact:
- family-names: Candila
  given-names: Vincenzo
  email: vcandila@unisa.it