Testing for the symmetry of innovation in multivariate time series models

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Kunyang Song, Donghang Luo, Wai Keung Li, Ke Zhu

DOI: 10.2139/ssrn.6099432

Cited by: 0

References: 52

Fields of Study & Subjects

Financial Risk and Volatility Modeling Time Series Analysis and Forecasting Statistical Methods and Inference

References 52