To cite package ‘tsgarch’ in publications use:

Galanos A (2026). tsgarch: Univariate GARCH Models. R package version 1.0.4, https://github.com/tsmodels/tsgarch.

Corresponding BibTeX entry:

  @Manual{,
    title = {tsgarch: Univariate GARCH Models},
    author = {Alexios Galanos},
    year = {2026},
    note = {R package version 1.0.4},
    url = {https://github.com/tsmodels/tsgarch},
  }