To cite package ‘GARCHSK’ in publications use:

Nakagawa K (2021). GARCHSK: Estimating a GARCHSK Model and GJRSK Model. R package version 0.1.0, https://CRAN.R-project.org/package=GARCHSK.

Corresponding BibTeX entry:

  @Manual{,
    title = {GARCHSK: Estimating a GARCHSK Model and GJRSK Model},
    author = {Kei Nakagawa},
    year = {2021},
    note = {R package version 0.1.0},
    url = {https://CRAN.R-project.org/package=GARCHSK},
  }