To cite garchx in publications use:

Sucarrat G (2021). “garchx: Flexible and Robust GARCH-X Modelling.” The R Journal, 13(1), 276–291. doi:10.1016/j.ijforecast.2021.03.008.

Corresponding BibTeX entry:

  @Article{,
    title = {garchx: Flexible and Robust GARCH-X Modelling},
    author = {Genaro Sucarrat},
    journal = {The R Journal},
    year = {2021},
    volume = {13},
    number = {1},
    pages = {276--291},
    doi = {10.1016/j.ijforecast.2021.03.008},
  }