To cite package ‘mgarchBEKK’ in publications use:

Schmidbauer H, Roesch A, Tunalioglu V (2022). mgarchBEKK: Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes. R package version 0.0.5.9000, https://github.com/vst/mgarchbekk.

Corresponding BibTeX entry:

  @Manual{,
    title = {mgarchBEKK: Simulating, Estimating and Diagnosing MGARCH
      (BEKK and mGJR) Processes},
    author = {Harald Schmidbauer and Angi Roesch and Vehbi Sinan
      Tunalioglu},
    year = {2022},
    note = {R package version 0.0.5.9000},
    url = {https://github.com/vst/mgarchbekk},
  }