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Multivariate Reflection Symmetry of Copula Functions

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Table 1: Power/Size of the test based on the statistic T n (35) in i.i.d. case, Ns=1000 M=2500
Table 3 reports results for marginal GARCH(1,1) processes. The greater per- per-sistence in those models leads to an additional power reduction and we need, N ≥ 1000 for proper inference, in particular for Gumbel distributed  innova-tions
Table 7: Pairwise and all variables test Pvalues for European Stock index returns
Figure 1: Daily Rolling Statistic

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