To cite package ‘gogarch’ in publications use:

Pfaff B (2026). gogarch: Generalized Orthogonal GARCH (GO-GARCH) Models. R package version 0.7-6, https://CRAN.R-project.org/package=gogarch.

Corresponding BibTeX entry:

  @Manual{,
    title = {gogarch: Generalized Orthogonal GARCH (GO-GARCH) Models},
    author = {Bernhard Pfaff},
    year = {2026},
    note = {R package version 0.7-6},
    url = {https://CRAN.R-project.org/package=gogarch},
  }