To cite package ‘bayesDccGarch’ in publications use:

Fiorucci J, Sanders Ehlers R, Louzada F (2023). bayesDccGarch: Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model. R package version 3.0.4, https://github.com/jafiorucci/bayesdccgarch.

Corresponding BibTeX entry:

  @Manual{,
    title = {bayesDccGarch: Methods and Tools for Bayesian Dynamic
      Conditional Correlation GARCH(1,1) Model},
    author = {Jose Augusto Fiorucci and Ricardo {Sanders Ehlers} and
      Francisco Louzada},
    year = {2023},
    note = {R package version 3.0.4},
    url = {https://github.com/jafiorucci/bayesdccgarch},
  }