To cite package ‘tsmarch’ in publications use:

Galanos A (2026). tsmarch: Multivariate ARCH Models. R package version 1.0.3, https://CRAN.R-project.org/package=tsmarch.

Corresponding BibTeX entry:

  @Manual{,
    title = {tsmarch: Multivariate ARCH Models},
    author = {Alexios Galanos},
    year = {2026},
    note = {R package version 1.0.3},
    url = {https://CRAN.R-project.org/package=tsmarch},
  }