When using rumidas in publications, please cite: To cite the rumidas package, please use: Vincenzo Candila (2025). rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS models. R package version 0.1.3. A BibTeX entry for LaTeX users is @Manual{, title = {rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS models.}, author = {Vincenzo Candila}, year = {2025}, note = {R package version 0.1.3.}, }