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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "BEKKs" in publications use:'
type: software
license: MIT
title: 'BEKKs: Multivariate Conditional Volatility Modelling and Forecasting'
version: 1.4.5
doi: 10.18637/jss.v111.i04
identifiers:
- type: doi
  value: 10.32614/CRAN.package.BEKKs
abstract: Methods and tools for estimating, simulating and forecasting of so-called
  BEKK-models (named after Baba, Engle, Kraft and Kroner) based on the fast Berndt–Hall–Hall–Hausman
  (BHHH) algorithm described in Hafner and Herwartz (2008) <https://doi.org/10.1007/s00184-007-0130-y>.
  For an overview, we refer the reader to Fülle et al. (2024) <https://doi.org/10.18637/jss.v111.i04>.
authors:
- family-names: Fülle
  given-names: Markus J.
  email: markus.fuelle@gmail.com
- family-names: Lange
  given-names: Alexander
  email: alexander.lange@uni-goettingen.de
- family-names: Hafner
  given-names: Christian M.
  email: christian.hafner@uclouvain.be
- family-names: Herwartz
  given-names: Helmut
  email: hherwartz@uni-goettingen.de
preferred-citation:
  type: article
  title: 'BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate
    Time Series'
  authors:
  - family-names: F\"ulle
    given-names: Markus J.
    email: fuelle@uni-goettingen.de
  - family-names: Lange
    given-names: Alexander
    email: alexander.lange@uni-goettingen.de
  - family-names: Hafner
    given-names: Christian M.
    email: christian.hafner@uclouvain.be
  - family-names: Herwartz
    given-names: Helmut
    email: hherwartz@uni-goettingen.de
  journal: Journal of Statistical Software
  year: '2024'
  volume: '111'
  issue: '4'
  doi: 10.18637/jss.v111.i04
  start: '1'
  end: '34'
repository: https://mjfullness.r-universe.dev
commit: ec2041d91fc639aaf2d2cc7f68224efd02a234bc
date-released: '2024-11-25'
contact:
- family-names: Fülle
  given-names: Markus J.
  email: markus.fuelle@gmail.com