From noreply at r-forge.r-project.org  Sat Jan 24 17:04:58 2026
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Sat, 24 Jan 2026 17:04:58 +0100 (CET)
Subject: [Gogarch-commits] r62 - pkg/man
Message-ID: <20260124160458.2972418685E@r-forge.r-project.org>

Author: bpfaff
Date: 2026-01-24 17:04:57 +0100 (Sat, 24 Jan 2026)
New Revision: 62

Modified:
   pkg/man/BVDWAIR.Rd
   pkg/man/BVDWSTOXX.Rd
Log:
Fixed LaTeX escapes and URLs.

Modified: pkg/man/BVDWAIR.Rd
===================================================================
--- pkg/man/BVDWAIR.Rd	2022-04-27 18:46:09 UTC (rev 61)
+++ pkg/man/BVDWAIR.Rd	2026-01-24 16:04:57 UTC (rev 62)
@@ -39,7 +39,7 @@
 }
 
 \source{
-  \url{http://www.econstats.com}  
+  \url{https://www.econstats.com}  
 }
 
 \references{

Modified: pkg/man/BVDWSTOXX.Rd
===================================================================
--- pkg/man/BVDWSTOXX.Rd	2022-04-27 18:46:09 UTC (rev 61)
+++ pkg/man/BVDWSTOXX.Rd	2026-01-24 16:04:57 UTC (rev 62)
@@ -11,9 +11,9 @@
 }
 \description{
   The data frame contains the following sector indices of the EURO STOXX
-  600 index: Automobiles \& Parts, Banks, Basic Resources, Chemicals,
-  Construction and Materials, Financial Services, Food \& Beverages,
-  Health Care, Industrial Goods \& Services, Insurance, Media, Oil \&
+  600 index: Automobiles & Parts, Banks, Basic Resources, Chemicals,
+  Construction and Materials, Financial Services, Food & Beverages,
+  Health Care, Industrial Goods & Services, Insurance, Media, Oil &
   Gas, Technology, Telecommunications and Utilities. The data range is
   from 31th December 1986 until 21st November 2008.
 }
@@ -23,18 +23,18 @@
   A data frame with 5652 observations on the following 16 variables.
   \describe{
     \item{\code{Date}}{POSIXt: The dates of observations.}
-    \item{\code{AutoParts}}{Sector index Automobiles \& Parts}
+    \item{\code{AutoParts}}{Sector index Automobiles & Parts}
     \item{\code{Banks}}{Sector index Banks}
     \item{\code{BasicRes}}{Sector index Basic Resources}
     \item{\code{Chemicals}}{Sector index Chemicals}
     \item{\code{ConstrMat}}{Sector index Construction and Materials}
-    \item{\code{FoodBeverage}}{Sector index Food \& Beverages}
+    \item{\code{FoodBeverage}}{Sector index Food & Beverages}
     \item{\code{FinService}}{Sector index Financial Services}
     \item{\code{HealthCare}}{Sector index Health Care}
-    \item{\code{IndustrialGoods}}{Sector index Industrial Goods \& Services}
+    \item{\code{IndustrialGoods}}{Sector index Industrial Goods & Services}
     \item{\code{Insurance}}{Sector index Insurance}
     \item{\code{Media}}{Sector index Media}
-    \item{\code{OilGas}}{Sector index Oil \& Gas}
+    \item{\code{OilGas}}{Sector index Oil & Gas}
     \item{\code{Technology}}{Sector index Technology}
     \item{\code{Telecom}}{Sector index Telecommunications}
     \item{\code{Utilities}}{Sector index Utilities}
@@ -42,7 +42,7 @@
 }
 
 \source{
-  \url{http://www.stoxx.com}
+  \url{https://stoxx.com}
 }
 
 \references{


From noreply at r-forge.r-project.org  Sat Jan 24 17:05:37 2026
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Sat, 24 Jan 2026 17:05:37 +0100 (CET)
Subject: [Gogarch-commits] r63 - pkg
Message-ID: <20260124160537.88B8B1800D1@r-forge.r-project.org>

Author: bpfaff
Date: 2026-01-24 17:05:37 +0100 (Sat, 24 Jan 2026)
New Revision: 63

Modified:
   pkg/DESCRIPTION
Log:
Updated Date and version.

Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2026-01-24 16:04:57 UTC (rev 62)
+++ pkg/DESCRIPTION	2026-01-24 16:05:37 UTC (rev 63)
@@ -1,8 +1,8 @@
 Package: gogarch
-Version: 0.7-5
-Date: 2022-04-27
+Version: 0.7-6
+Date: 2026-01-24
 Type: Package
-Title: Generalized Orthogonal GARCH (GO-GARCH) Models
+Title: Generalized Orthogonal GARCH (GO-GARCH) Models
 Description: Provision of classes and methods for estimating generalized
    orthogonal GARCH models. This is an alternative approach to CC-GARCH models
    in the context of multivariate volatility modeling.