2012-11-30  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-14.
	* Removed use of custom function environments in the estimation. Passing
	instead an argument list between functions (resolves various problems for
	non-shared environments e.g. use of snow and certain solvers). 
	* Parallel estimation now done entirely using the parallel package, given a
	user supplied cluster object.
	* ugarchroll and arfimaroll completely re-written and some functionality 
	changed (see help files). as.uGARCHforecast and as.ARFIMAforecast methods 
	removed, and access methods on the rolling objects simplified, as the object 
	returns a much cleaner output. Additionally, a new method called resume will
	allow the resumption of rolling objects which had non-converged windows using
	different solver and control option combinations. All methods on objects
	with non-converged windows will now stop and warn. A new option window.size
	allows to control the amount of data used for the moving window estimation.
	* ugarchspec now warns on misspelled options in the specification. Exact 
	(not partial) matching is done on the options in the variance and mean model
	lists [thanks to Pat Burns].
	* variance.targeting option in GARCH specification now allows either logical 
	or numeric value (in which case that is used instead of the unconditional 
	variance of the conditional mean residuals) [user request].
	* fit.control takes an extra option, 'rec.init' for the type of method used 
	to initialize the GARCH recursion ("all" for all data, integer value >1 for
	using the first n points, or positive numeric value <=1 for exponential
	backcast method)
	* The GARCH bootstrap method (ugarchboot) has been re-written and enhanced
	to allow for sampling from both the raw residuals, kernel fitted residuals
	or SPD (new dependency with spd package) fitted residuals. Returned objects
	are also more simple to manipulate with extractor methods.
	* Fix to GHST distribution density.
	* Fix to arfima simulation initialization requirement (n.start>=MA order).
	* Minor code fixes
	* vignette updated
	
2012-10-30  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-13.
	* Fix to hybrid solver default trace argument
	* 2 sided Hessian now moved to C++
	* Some enhancements/fixes to date identification utility for recognising
	date formats
	* Fix to external regressors in variance equation (bug when more than
	2 regressors used) [thanks to Florian Ziel].
	* Fix to starting and fixed parameters for high order models (>20).
	* Ability to set upper and lower bounds via setbounds<- function on
	a  uGARCHspec object.
	* GARCH starting parameters functions cleanup/compacting.
	* Some fixes to show method for very high dimensional models. Also, some 
	changes to Box Test summary and Information Criteria.
	* Fix to arfimadistribution function.

2012-09-30  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-12.
	* Added a hybrid strategy optimization method to sequentially try a list of 
	alternative solvers in case of non-convergence.
	* Added optional logical argument 'standardize' (default: FALSE)
	to residuals method to return the standardized residuals for both the
	arfima and garch classes.

2012-07-09  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-11.
	* Added the Component GARCH model of Lee and Engle (1999)
	with a complete set of methods.
	* ugarchroll now only allows n.ahead=1 (alternative was too complicated).
	* Change to ugarchboot to allow simulated external regressors input 
	separately from the forecast of the external regressors.
	
2012-06-30  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-10.
	* Fix in ugarchboot (full method) for higher GARCH and ARMA orders.
	* Numerous fixes to methods involving variance targeting.
	* Fix to egarchsim when n.sim<100 and m.sim>100 (c++ code -- brackets in 
	wrong place!)
	* Fix to ugarchroll using multicore, and correct f01density slot.

2012-05-23  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-9.
	* Added autoarfima function to select best arfima model based on information 
	criterion using optionally complete enumeration of the combination space for 
	the max AR and MA orders chosen.
	* Fix to some .C calls to eliminate Null being passed (affected only filter 
	method).
	* Fix avoid error in uncertainty functions for arfima and garch 
	(ugarchdistribution and arfimadistribution) when using spec rather than fit.
	* Bounds for AR and MA increased to [-4,4] for models with orders higher 
	than 1.
	* Fix in ugarchroll to include external.regressors in forecast

2012-02-03  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-8.
	* Turned off stationarity check during calculation of numerical derivatives
	to avoid boundary case problems.
	* Addded nloptr solver to estimation toolbox.
	* Added Generalized Hyperbolic Skew Student distribution ("GHST").
	* Added a battery of tests including VaRTest, VaRDurTest, ESTest, GMMTest
	and HLTest.
	* Renamed BerkowitzLR to BerkowitzTest.
	* Updated Vignette with details on changes.
	* Fixed a bug when spec had include.mean = FALSE but fitting routine 
	was still subtracting the mean.

2011-12-16  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-7.
	* Fix to eGARCH model in the presence of variance.targeting.
	* Fix to ugarchspec when external.regressors in variance equation > 1.
	* Vignette clarifications.
	* Added (experimental) archex argument in mean.model [user request].
	* Added vcov and convergence extractor methods to uGARCHfit object.

2011-10-17  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-6.
	* '&' replaced by 'and' in some plots and summary methods for
	better compatibility with tikz (requested by a user).

2011-10-15  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-5.
	* Fix to makevars (for solaris build).
	* Fix to avoid multicore note on windows checks.

2011-10-12  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-4.
	* Added tail.test option to BerkowitzLR test. This is a likelihood ratio 
	test based on censored normal for testing fit of the tail using the 
	probability integral transform (PIT).
	* Added an example to the DACtest function (in documentation).
	* Fixed a bug in rolling forecast when calling ghyp functions with variable 
	length lambda (changes to qdensity and scaledist to handle vector inputs of 
	lambda).
	
2011-09-28  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-3.
	* Fix to starting and fixed parameters for AR coefficient.
	* Added a show method for uGARCHroll.
	* Fixed an issue with passing a data.frame object with numerical
	indices as rownames (affected most ugarchroll extractor methods).


2011-09-20  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-2.
	* More minor changes to some show methods and ugarchbench.
	* Changes to optimization limits for external regressors.
	* Bug fix in rolling forecast with arfima [thanks to John Kerpel].

2011-09-05  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0-1.
	* Some minor changes to reduce warnings on CRAN check.
	* packageStartupMessage used for .onLoad
	* Export of GARCHfilter, uGARCHfilter, GARCHroll and uGARCHroll classes 
	(forgot them on original release!).
	* Optional use of multicore will still generate warnings (since not 
	available for Windows).
	* Vignette pdf is pre-built (Rnw simply links to the pdf).
		
2011-08-30  Alexios Ghalanos <alexios@4dscape.com>
	* DESCRIPTION (Version): New version is 1.0.
	* rugarch represents an almost complete re-write of the univariate GARCH 
	models of the rgarch package which is now being split into seperate 
	univariate (rugarch) and multivariate (rmgarch) packages for easier 
	maintenance.
	* Completed Vignette.
	* Numerous corrections, elimination of redundant code, and some new 
	functionality has been added.
	* ARFIMA simulation corrections and multiple checks.
	* rugarch.tests folder now contains an almost comprehensive set of examples 
	and tests which can be run via a wrapper function found in the runtests.R 
	file.
	* First upload to CRAN.