Description:
<jats:p>This article considers the problem of testing for symmetry of the marginal distribution of weakly dependent, stationary random processes. A quantile‐based test for symmetry is proposed, which is easy to implement, requires no moment assumptions and has a standard asymptotic distribution. The finite‐sample properties of the test are assessed by means of Monte Carlo experiments. An application to financial time series is also discussed.</jats:p>