[R-SIG-Finance] Error In roll forecasting - rugarch

[leopoldo.catania]

Hi, 

I recive a strange error from ugarchroll function. Exactly ugarchroll
doesn't report any error, but when I try to extract the VaR quantiles I note
that the series contains at each row this error:

Error in try(.C("c_qstd", p = as.double(p), mu = as.double(mu), sigma =
as.double(sigma),  : \n  NA/NaN/Inf in foreign function call (arg 3)\n

I use this datas many times, and I dont think it is a dataset problem.

Regards,
Leopoldo Catania.



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