Changes in version 1.1.6 (2026-01-10) - minor improvements of the ShinyApp (runFTS) for downloading data from Yahoo Finance - added the option to select data frequency Changes in version 1.1.5 (2025-10-13) - minor improvements of the ShinyApp (runFTS) for downloading data from Yahoo Finance - fixed some minor bugs Changes in version 1.1.4 (2024-06-08) - updated data sets - fixed some minor bugs Changes in version 1.1.3 (2022-08-31) - added an application to download data from Yahoo Finance - fixed a bug in 'cvgtest.R' Changes in version 1.1.2 (2022-06-20) - added argument 'conflvl' to 'cvgtest.R' in order to set the significance level for hypothesis testing Changes in version 1.1.1 (2022-06-13) - slightly adjusted print method for 'cvgtest.R' Changes in version 1.1.0 (2022-03-30) - implemented 4 new functions which enable the user to apply various backtesting methods Changes in version 1.0.11 (2022-01-09) - slightly adjusted plot method (added a grid) - updated data sets - changed name of 'DAX30' to 'DAX' due to the recent extension of the German Stock Market Index Changes in version 1.0.10 (2021-11-21) - added a print method for 'quarks' Changes in version 1.0.9 (2021-09-06) - fixed a bug in 'hs.R' Changes in version 1.0.8 (2021-09-02) - fixed a bug which caused an error in 'vwhs.R' and 'fhs.R' Changes in version 1.0.7 (2021-09-02) - changed output value of 'hs.R', 'vwhs.R' and 'fhs.R' - modified 'plot.quarks.R'; main title and axis labels can now be adjusted manually - added five financial time series data sets Changes in version 1.0.6 (2021-04-25) - changed default of coverage level (p) from 0.95 to 0.975 - implemented 'fhs.R', enabling filtered historical simulation - implemented volatility estimation with GARCH-type models by means of the 'rugarch' package Changes in version 1.0.5 (2021-03-01) - slightly changed example for 'rollcast.R' - fixed a bug which caused a warning if argument 'method' in 'rollcast.R' was set on default Changes in version 1.0.4 (2021-02-21) - slightly adapted 'hs.R', 'vwhs.R' and 'rollcast.R' - modified ES-calculation for age-weighted historical simulation Changes in version 1.0.3 (2021-02-20) - slightly adjusted README - modified 'plot.quarks.R' Changes in version 1.0.2 (2021-02-20) - fixed a minor bug in 'hs.R' - minor adjustments in the README were made Changes in version 1.0.1 (2021-02-18) - adjusted example in the README file - minor adjustments in the documentation were made