To cite package ‘garchx’ in publications use:

Sucarrat G (2025). garchx: Flexible and Robust GARCH-X Modelling. R package version 1.6, https://github.com/gsucarrat/garchx.

Corresponding BibTeX entry:

  @Manual{,
    title = {garchx: Flexible and Robust GARCH-X Modelling},
    author = {Genaro Sucarrat},
    year = {2025},
    note = {R package version 1.6},
    url = {https://github.com/gsucarrat/garchx},
  }