To cite package ‘facmodTS’ in publications use:

Martin D, Zivot E, Srinivasan S (2025). facmodTS: Time Series Models for Asset Returns. R package version 1.0, https://github.com/robustport/facmodts.

Corresponding BibTeX entry:

  @Manual{,
    title = {facmodTS: Time Series Models for Asset Returns},
    author = {Doug Martin and Eric Zivot and Sangeetha Srinivasan},
    year = {2025},
    note = {R package version 1.0},
    url = {https://github.com/robustport/facmodts},
  }