fEGarch 1.0.1

• a bug was fixed, where for most models except for EGARCH-type models the mean estimate was not considered properly in volatility forecasts
• a bug was fixed, where for EGARCH-family models rolling point forecasts under the (skewed) ALD were erroneous
• the mathematical formula in the README was not displayed correctly on the CRAN servers and was therefore removed entirely
• the package description was adjusted to contain also information on the the more advanced models and backtesting capabilities of the package, making it easier for users to see what to expect from the package
• the package title was adjusted to contain more information on the package’s contents, making it easier for users to see what to expect from the package
• a bug was fixed in the computation of the hessian matrix, where now it is caught if a hessian is not invertible through solve() and the fitting functions therefore now don’t stop due to an error anymore
• an additional dataset UKinflation was added to the package to show applications of the package beyond return data
• some examples in the README were adjusted / added