Time Series: Stationarity, Non-Stationarity, Cointegration, ARCH Models, and GARCH Models — Contributed Papers
Business and Economic Statistics Section
Chair(s): Brian Sloboda, University of Phoenix
On Order Selection for ARFIMA and GARCH Processes Hsueh-Han Huang, National Tsing Hua University; Ngai Hang Chan, Chinese University of Hong Kong; Ching-Kang Ing, National Tsing Hua University; Kun Chen, Southwestern University of Finance and Economics