When using rugarch in publications, please cite:

To cite the rugarch package, please use:

Alexios Ghalanos (2013). rugarch: Univariate GARCH models. R package version 1.2-2.

Corresponding BibTeX entry:

  @Manual{,
    title = {rugarch: Univariate GARCH models.},
    author = {Alexios Ghalanos},
    year = {2013},
    note = {R package version 1.2-2.},
  }