Changes in version 1.0.3.9000 Current Development Version Changes in version 1.0.3 (2024-01-18) - Clarify what is meant as equally weighted portfolio in the documenation of the function estimate_risk_roll - Dependency management: Due to the changes in the BH packages I dropped the system requirement C++11 as suggested by the CRAN maintainers. Changes in version 1.0.2 (2023-01-06) - Bugfix: Set the shape parameter for the inverse PIT transformation of the copula scale residuals and do not use the default. - Bugfix: Allow for 0 orders in the utility function default_garch_spec() - Bugfix: The residual calculation should allow for orders for the mean and variance models that are different than the standard (1,1) order Changes in version 1.0.1 (2022-05-31) - D-vine ordering algorithm: Now using the transform to the normal scale as suggested in Section 1.4 of the book Dependence Modeling with Copulas (2014) by Harry Joe. Changes in version 1.0.0 First stable package version.