default_garch_spec      Default specifications for ARMA-GARCH models
est_es                  Estimate the Expected Shortfall (ES)
est_var                 Estimate the Value at Risk (VaR)
estimate_risk_roll      (Un-)conditional rolling risk estimation using
                        vine copulas
fitted_marginals        Accessor method for the fitted marginal models
                        of (cond_)portvine_roll objects
fitted_vines            Accessor method for the fitted vine copula
                        models of (cond_)portvine_roll objects
marginal_settings-class
                        S4 class for the marginal settings
portvine_roll-class     S4 output class for the function
                        'estimate_risk_roll()'
risk_estimates          Accessor methods for the risk estimates of
                        (cond_)portvine_roll objects
roll_residuals          Extract fitted standardized residuals from a
                        uGARCHroll object
sample_returns_small    A sample of log returns for 3 assets.
vine_settings-class     S4 class for the vine settings
