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  "Description": "Functions and data sets for reproducing selected results\nfrom the book \"Quantitative Risk Management: Concepts,\nTechniques and Tools\". Furthermore, new developments and\nauxiliary functions for Quantitative Risk Management practice.",
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        "1 Simulate (-log-return) data $(X_t)$ from an ARMA-GARCH process",
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        "1 Homogeneous case",
        "1.1 Checks for method = \"dual\"",
        "1.2 Checks for method = \"Wang\"/\"Wang.Par\"",
        "1.2.1 Check of auxiliary functions with numerical integration (for $\\theta = 2$)",
        "1.2.2 Check of $h(c)$ without numerical integration (for a range of $\\theta$)",
        "1.3 Compute best/worst $\\mathrm{VaR}_\\alpha$ (via \"Wang.Par\")",
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        "2.2 Run-time comparison (straightforward vs efficient implementation)",
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