| 期刊論文| 1. | Akaike, H.(1973)。Maximum Likelihood Identification uaussian Auto-Regressive Moving Average Models。Biometrikal，60(2)，55-66。   | | 2. | Glen, D. R.(1997)。The Market for Second-hand Ships: Further Results on Efficiency Using Cointegration Analysis。Maritime Policy & Management，24，245-260。 | | 3. | Beenstock, M.(1985)。A Theory of Ship Prices。Maritime Policy and Management，12(3)，215-225。 | | 4. | Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society，37(3)，424-438。 | | 5. | Kavussanos, M. G.(1996)。Price Risk Modeling of Different Size Vessels in the Tanker Industry Using Autoregressive Conditional Heteroscedastic (ARCH) Models。The Logistics and Transportation Review，32(2)，161-176。 | | 6. | Kavussanos, M. G.(1997)。The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector。Applied Economics，29，433-443。 | | 7. | Sims, C. A.(1980)。Macroeconomic and Reality。Econometrica，48(1)，1-48。 | | 8. | Granger, C. W. J.、Newbold, P.(1974)。Spurious Regressions in Economic。Journal of Econometrics，2，111-120。 | 學位論文| 1. | Herman, O. A.(1938)。A study in the analysis of stationary time series(博士論文)。University of Stockholm。 | 圖書| 1. | Box, G. E. P.、Jenkins, G. M.、Reinsel, G. C.(1976)。Time Series Analysis: Forecasting and Control。San Francisco：Holden-Day。 | 圖書論文| 1. | Engle, R. F.、Yoo, B. S.(1987)。A note with G. S. Maddala。Introduction to Econometrics。Oxford University Press。 | |