# Version 1.1-4 (Date: 2023-03-15) 1. Add import and dependencies to satisfies CRAN requirements # Version 1.1-3 (Date: 2013-12-24) 1. All codes are optimized and also corrected all minor flaws. 2. Duration-based POT (DPOT) value-at-risk forecast computation function is included. 3. Data set of S&P500 Index returns form 05-01-1960 untill 16-10-1987 is included. 4. R document file is updated.