To cite package ‘xdcclarge’ in publications use:

Nakagawa K, Imamura M (2018). xdcclarge: Estimating a (c)DCC-GARCH Model in Large Dimensions. R package version 0.1.0, https://CRAN.R-project.org/package=xdcclarge.

Corresponding BibTeX entry:

  @Manual{,
    title = {xdcclarge: Estimating a (c)DCC-GARCH Model in Large
      Dimensions},
    author = {Kei Nakagawa and Mitsuyoshi Imamura},
    year = {2018},
    note = {R package version 0.1.0},
    url = {https://CRAN.R-project.org/package=xdcclarge},
  }