To cite package ‘segMGarch’ in publications use:

Cho H, Korkas K (2025). segMGarch: Multiple Change-Point Detection for High-Dimensional GARCH Processes. R package version 1.3, https://CRAN.R-project.org/package=segMGarch.

Corresponding BibTeX entry:

  @Manual{,
    title = {segMGarch: Multiple Change-Point Detection for
      High-Dimensional GARCH Processes},
    author = {Haeran Cho and Karolos Korkas},
    year = {2025},
    note = {R package version 1.3},
    url = {https://CRAN.R-project.org/package=segMGarch},
  }