# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "MSGARCH" in publications use:' type: software license: GPL-2.0-or-later title: 'MSGARCH: Markov-Switching GARCH Models' version: '2.51' doi: 10.18637/jss.v091.i04 identifiers: - type: doi value: 10.32614/CRAN.package.MSGARCH abstract: Fit (by Maximum Likelihood or MCMC/Bayesian), simulate, and forecast various Markov-Switching GARCH models as described in Ardia et al. (2019) . authors: - family-names: Ardia given-names: David email: david.ardia.ch@gmail.com orcid: https://orcid.org/0000-0003-2823-782X - family-names: Bluteau given-names: Keven email: Keven.Bluteau@usherbrooke.ca orcid: https://orcid.org/0000-0003-2990-4807 - family-names: Catania given-names: Leopoldo email: leopoldo.catania@econ.au.dk orcid: https://orcid.org/0000-0002-0981-1921 - family-names: Trottier given-names: Denis-Alexandre email: denis-alexandre.trottier.1@ulaval.ca preferred-citation: type: article title: 'Markov-Switching GARCH Models in R: The MSGARCH Package' authors: - family-names: Ardia given-names: David email: david.ardia.ch@gmail.com orcid: https://orcid.org/0000-0003-2823-782X - family-names: Bluteau given-names: Keven email: Keven.Bluteau@usherbrooke.ca orcid: https://orcid.org/0000-0003-2990-4807 - family-names: Boudt given-names: Kris email: kris.boudt@vub.be - family-names: Catania given-names: Leopoldo email: leopoldo.catania@econ.au.dk orcid: https://orcid.org/0000-0002-0981-1921 - family-names: Trottier given-names: Denis-Alexandre email: denis-alexandre.trottier.1@ulaval.ca journal: Journal of Statistical Software year: '2019' volume: '91' issue: '4' doi: 10.18637/jss.v091.i04 start: '1' end: '38' repository: https://keblu.r-universe.dev repository-code: https://github.com/keblu/MSGARCH commit: 8cf35e5ed0332a664e06ad45e52af38452d35c26 url: https://github.com/keblu/MSGARCH date-released: '2022-12-05' contact: - family-names: Bluteau given-names: Keven email: Keven.Bluteau@usherbrooke.ca orcid: https://orcid.org/0000-0003-2990-4807