To cite 'bayesGARCH' in publications use:

Ardia D (2008). Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications, volume 612 series Lecture Notes in Economics and Mathematical Systems. Springer-Verlag, Berlin, Germany. doi: 10.1007/978-3-540-78657-3, ISBN 978-3-540-78656-6, e-ISBN 978-3-540-78657-3.

Ardia D, Hoogerheide L (2010). “Bayesian estimation of the GARCH(1,1) model with Student-t innovations.” R Journal, 2(2), 41-47. doi: 10.32614/RJ-2010-014.

Ardia D (2009). “Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations.” Econometrics Journal, 12(1), 105-126. doi: 10.1111/j.1368-423X.2008.00253.x.

Corresponding BibTeX entries:

  @Book{,
    title = {Financial Risk Management with Bayesian Estimation of
      {GARCH} Models: Theory and Applications},
    author = {David Ardia},
    publisher = {Springer-Verlag},
    address = {Berlin, Germany},
    series = {Lecture Notes in Economics and Mathematical Systems},
    volume = {612},
    year = {2008},
    doi = {10.1007/978-3-540-78657-3},
    note = {ISBN 978-3-540-78656-6, e-ISBN 978-3-540-78657-3},
  }

  @Article{,
    author = {David Ardia and Lennart F. Hoogerheide},
    title = {Bayesian estimation of the {GARCH(1,1)} model with
      Student-t innovations},
    journal = {R Journal},
    volume = {2},
    number = {2},
    pages = {41-47},
    year = {2010},
    doi = {10.32614/RJ-2010-014},
  }

  @Article{,
    title = {Bayesian estimation of a Markov-switching threshold
      asymmetric {GARCH} model with Student-t innovations},
    author = {David Ardia},
    journal = {Econometrics Journal},
    volume = {12},
    number = {1},
    pages = {105-126},
    year = {2009},
    doi = {10.1111/j.1368-423X.2008.00253.x},
  }