To cite tvgarch in publications use:
Campos-Martins S, Sucarrat G (2024).“Modeling Nonstationary Financial Volatility with the R Package tvgarch.”Journal of Statistical Software,108(9), 1–38.doi:10.18637/jss.v108.i09.
Corresponding BibTeX entry:
@Article{, title = {Modeling Nonstationary Financial Volatility with the {R} Package {tvgarch}}, author = {Susana Campos-Martins and Genaro Sucarrat}, journal = {Journal of Statistical Software}, year = {2024}, volume = {108}, number = {9}, pages = {1--38}, doi = {10.18637/jss.v108.i09}, }