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cff-version: 1.2.0
message: 'To cite package "robustGarch" in publications use:'
type: software
license: MIT
title: 'robustGarch: Robust Garch(1,1) Model'
version: 0.4.0
doi: 10.32614/CRAN.package.robustGarch
abstract: A method for modeling robust GARCH (1,1) processes, providing robustness
  toward additive outliers instead of innovation outliers. This work is based on the
  methodology described by Muler and Yohai in 2008.
authors:
- family-names: Liu
  given-names: Echo
  email: yuhong.echo.liu@gmail.com
- family-names: Xia
  given-names: Daniel
  email: dxia94@gmail.com
- family-names: Martin
  given-names: R. Douglas
  email: dougPCRA@gmail.com
repository: https://echorliu.r-universe.dev
repository-code: https://github.com/EchoRLiu/robustGarch
commit: 04608dbc4c5f2499a5a7b36245a43df4d3ec5bc7
url: https://github.com/EchoRLiu/robustGarch
date-released: '2025-01-05'
contact:
- family-names: Liu
  given-names: Echo
  email: yuhong.echo.liu@gmail.com