To cite package ‘tsmarch’ in publications use:

Galanos A (2026). tsmarch: Multivariate ARCH Models. R package version 1.0.3, https://github.com/tsmodels/tsmarch.

Corresponding BibTeX entry:

  @Manual{,
    title = {tsmarch: Multivariate ARCH Models},
    author = {Alexios Galanos},
    year = {2026},
    note = {R package version 1.0.3},
    url = {https://github.com/tsmodels/tsmarch},
  }