To cite package ‘RobGARCHBoot’ in publications use:

Trucios C (2020). RobGARCHBoot: Robust Bootstrap Forecast Densities for GARCH Models. R package version 1.2.0, https://github.com/ctruciosm/robgarchboot.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry:

  @Manual{,
    title = {RobGARCHBoot: Robust Bootstrap Forecast Densities for
      GARCH Models},
    author = {Carlos Trucios},
    year = {2020},
    note = {R package version 1.2.0},
    url = {https://github.com/ctruciosm/robgarchboot},
  }