To cite package ‘tsmarch’ in publications use:

  Galanos A (2024). _tsmarch: Multivariate ARCH Models_. R package
  version 1.0.0, <https://CRAN.R-project.org/package=tsmarch>.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {tsmarch: Multivariate ARCH Models},
    author = {Alexios Galanos},
    year = {2024},
    note = {R package version 1.0.0},
    url = {https://CRAN.R-project.org/package=tsmarch},
  }