To cite BEKKs in publications use:

  Fülle MJ, Lange A, Hafner CM, Herwartz H (2024). “BEKKs: An R Package
  for Estimation of Conditional Volatility of Multivariate Time
  Series.” _Journal of Statistical Software_, *111*(4), 1-34.
  doi:10.18637/jss.v111.i04 <https://doi.org/10.18637/jss.v111.i04>.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {{BEKKs}: An {R} Package for Estimation of Conditional Volatility of Multivariate Time Series},
    author = {Markus J. F\"ulle and Alexander Lange and Christian M. Hafner and Helmut Herwartz},
    journal = {Journal of Statistical Software},
    year = {2024},
    volume = {111},
    number = {4},
    pages = {1--34},
    doi = {10.18637/jss.v111.i04},
  }