stands for Digital Object Identifier
and is the unique identifier for objects on the internet. It can be used to create persistent link and to cite articles.
Using DOI as a persistent link
To create a persistent link, add「http://dx.doi.org/」
before a DOI.
For instance, if the DOI of an article is 10.5297/ser.1201.002 , you can link persistently to the article by entering the following link in your browser: http://dx.doi.org/ 10.5297/ser.1201.002 。
The DOI link will always direct you to the most updated article page no matter how the publisher changes the document's position, avoiding errors when engaging in important research.
Cite a document with DOI
When citing references, you should also cite the DOI if the article has one. If your citation guideline does not include DOIs, you may cite the DOI link.
DOIs allow accurate citations, improve academic contents connections, and allow users to gain better experience across different platforms. Currently, there are more than 70 million DOIs registered for academic contents. If you want to understand more about DOI, please visit airiti DOI Registration （ doi.airiti.com ） 。
洪玉勳 , Masters Advisor：鄭光甫
向量自我迴歸模型 ； 共整合檢定 ； 向量誤差修正模型 ； Granger因果關係 ； vector self-regression model ； optimum backward period number ； co-integration verification ； vector error correction model ； Granger causality verification
- 1.Agmon (1972). “The Relations among Equity Markets: A Study of Share Price Comovements in the United States, United Kingdom, Germany and Japan.” Journal of Finance, 27, pp839-855.
- 2.Akaika, H. (1974). “A New Look at the Statistical Model Identification.” IEEE Transactions on Automatic Control, 19, pp716-723.
- 3.Bodart, V. and P. Reding (1999), “Exchange Rate Regime, Volatility and International Co-rrelations on Bond and Stock markets.” Journal of International Money and Finance, 28, pp133-151.
- 4.Beer, F. and F. Hebein (2008), “An assessment of the stock market and exchange rate dynamics in industrialized and emerging markets.” International Business & Economics Research Journal, 7, pp59-70.
- 5.Dickey, D.A. and W.A. Fuller (1979). “Likelihood Ratio Statistics for auto-regressive Time Series with a Unit Root.” Econometrica, 49, pp1057-1072.
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