NEWS.md

In ufRisk: Risk Measure Calculation in Financial TS

ufRisk 1.0.6

• added argument 'conflvl' to 'covtest()' in order to set the significance level for hypothesis testing

ufRisk 1.0.5

• fixed a minor bug in 'covtest()'

ufRisk 1.0.4

• added the option to choose between normal- and t-distribution (via the argument 'distr' in 'varcast()')

• fixed some minor bugs in function 'varcast()'

ufRisk 1.0.3

• fixed a minor bug that caused an error if model = 'eGARCH' and garchOrder = c(0, 0) was selected

ufRisk 1.0.2

• slightly adjusted plot method

ufRisk 1.0.1

• fixed a minor bug in function 'varcast()'

ufRisk documentation built on Oct. 22, 2023, 9:07 a.m.