• Proceedings of the Korean Information Science Society Conference
• /
• 2004.04a
• /
• pp.838-840
• /
• 2004

CSMA/CA를 기반으로 하고 있는 802.11 MAC 프로토콜에서는 RTS/CTS를 이용한 reservation 기법으로 medium을 공유하고 있다. 하지만 이러한 기법은 모든 노드의 송/수신 범위가 같을 때만 유효하다. 현실적으로 송/수신기와 안테나 특성, shading 효과 등으로 인하여 노드의 송/수신 범위가 달라지기 때문에 비대칭 링크가 발생하고, 이 경우 데이터 충돌이 발생할 수 있다. 본 논문에서는 이러한 환경하에서 MAC 계층 패킷의 층돌을 방지하기 위해 BTS(Block-to-Send) 패킷을 도입하여 비대칭 링크 노드의 데이터 전송을 막는 기법을 제안한다.

• Land and Housing Review
• /
• v.12 no.3
• /
• pp.27-37
• /
• 2021

This paper empirically examined the relationship between the housing market and the stock market to investigate the price and the asymmetric volatility spillover effects. The monthly housing price index and the monthly KOSPI were used for analysis. This research employed the EGARCH model. The analysis period was from January 1986 until June 2021 with periodization centered on the Asian Financial Crisis: before and after the crisis - the end of December 1997. The EGARCH model allows analysis of 'good news' and 'bad news' in understanding volatility. The price spillover effect was observed one way from the stock market to the housing market. On the contrary, the spillover effect was not found from the housing market to the stock market. The empirical evidence suggests that there are price and asymmetric volatility effects in the entire period of analysis in both housing and the stock markets. In the housing market, the negative effects of information were found pre-financial crisis while the positive effects, in other periods. However, in the stock market, the negative effects of information were found in the pre- and post-financial crisis periods. This means that the housing market is more affected by 'good news' than 'bad news' when information spreads to the markets while the stock market is more affected by 'bad news' than 'good news'. It is of significance to discover the variable returns by different information.

• The Korean Journal of Financial Management
• /
• v.23 no.1
• /
• pp.101-133
• /
• 2006

We examine whether new derivatives on KOSPI 200 affect volatility asymmetry of KOSPI 200 portfolio, relative to the carefully matched non-KOSPI 200 portfolio. To test the effect or new derivatives trading, we use GJR-GARCH model and newly developed Volatility Ratio(down-market volatility to up-market volatility ratio). Our results show that KOSPI 200 portfolio experiences lower volatility asymmetry than non-KOSPI 200 portfolio after the trading of new derivatives on KOSPI 200, especially after the introduction of stock index options(KOSPI 200 options). For non-KOSPI portfolio, no significant reduction in volatility asymmetry occurred when trading of stock index options began. Also, we find that in the period of after January 1999, the period of after do-regulations and Financial Crisis in the Korean capital market, volatility asymmetry of stock markets was significantly decreased. This means that level of volatility asymmetry is closely related to the level of market regulations. Further, the results of the paper show that leverage effect and changes in foreign exchange ratio can be good candidates for explaining the stylized volatility asymmetry in the Korean stock market.

• Journal of Korea Port Economic Association
• /
• v.27 no.3
• /
• pp.41-64
• /
• 2011

This article investigates the interrelationships in daily returns using fractionally integrated error correction term and volatilities using constant conditional correlation and dynamic conditional correlation GARCH with asymmetries between Capesize and Panamax markets. Our findings are as follows. First, for the fractionally cointegrated error correction model, there is a unidirectional relationship in returns from the Panamax market to the Capesize market, but a bidirectional causal relationship prevails for the traditional error correction models. Second, the coefficients for the error correction term are all statistically significant. Of particular interest are the signs of the estimates for the error correction term, which are all negative for the Capesize return equation and all positive for the Panamax return. Third, there are bidirectional volatility spillovers between both markets and the direction of the information flow seems to be stronger from Panamax to Capesize. Fourth, the coefficients for the asymmetric term are all significantly positive in the Capesize market, but the Panamax market does not have a significant effect. However, the coefficients for the asymmetric term are all significant, implying that the leverage effect does exist in the Capesize and Panamax markets.

• Communications for Statistical Applications and Methods
• /
• v.16 no.4
• /
• pp.605-614
• /
• 2009

TGARCH models characterized by asymmetric volatilities have been useful for analyzing various time series in financial econometrics. We are concerned with persistent volatility in the TGARCH context. Park et al. (2009) introduced I-TGARCH process exhibiting a certain persistency in volatility. This article applies I-TGARCH model to various financial time series in Korea and it is obtained that I-TGARCH provides a better fit than competing models.

• Journal of Astronomy and Space Sciences
• /
• v.7 no.1
• /
• pp.23-35
• /
• 1990

Resonance effect on the orbital elements of geosynchronous artificial satellite due to the non-zonal geopotential has been calculated. For the perturbation of a artificial satellite, perturbation effects due to the non-zonal geopotential is less than due to the $J_2$ or Luni-Solar perturbation, but non-zonal harmonics resonance exist. So, we calculate the perturbation of geosynchronous artificial satellite orbit due to the non-zonal harmonics resonance. The effect on the orbit eccentricity of non-zonal harmonics resonance is represented by a phase plane plot of ec. The effect on the orbit eccentricity of non-zonal harmonics resonance is represented by a phase plane plot of $e_c$ verse $e_s$. The evolution of mean longitude and semi-major axis are obtained.

• Environmental and Resource Economics Review
• /
• v.21 no.1
• /
• pp.69-92
• /
• 2012

This paper analyzed price asymmetry of domestic petroleum products by distribution stage. Analyzing the asymmetry by distribution stage, we can investigate the gap between analysis results and consumers' perception. For the first stage, we analyzed asymmetries between retail prices including tax and the spot prices of crude oil. The results show that retail price increases more quickly in response to the crude oil prices rise than to the crude oil prices fall as consumers' perception. For the second stage, we analyzed asymmetry of international petroleum product prices in Korean Won with the change in the crude oil spot prices. The results show that international petroleum product prices increase higher in response to the crude oil prices increase than to the crude oil prices decrease. For the final stage, we examined the asymmetry of wholesale price and retail price with the change in the international petroleum product prices in Korean Won. The results show that wholesale prices increase more quickly in response to the crude oil prices rise than to the international petroleum product prices fall. The retail prices, however, decrease more quickly in response to the crude oil prices fall than to the international petroleum product prices rise.

• The Korean Journal of Financial Management
• /
• v.27 no.1
• /
• pp.1-30
• /
• 2010

This paper tested the lead-lag relationship as well as the symmetric and asymmetric volatility spillover effects between international currency futures markets and cash markets. We use five kinds of currency spot and futures markets such as British pound, Australian and Canadian dollar, Brasilian Real and won/dollar spot and futures markets. daily closing prices covering from September 15, 2003 to July 30, 2009. For this purpose we employed dynamic time series models such as the Granger causality based on VAR and time-varying MA(1)-GJR-GARCH(1, 1)-M. The main empirical results are as follows; First, according to Granger causality test, we find that the bilateral lead-lag relationship between the five countries' currency spot and futures market. The price discover effect from currency futures markets to spot market is relatively stronger than that from currency spot to futures markets. Second, based on the time varying GARCH model, we find that there is a bilateral conditional mean spillover effects between the five currency spot and futures markets. Third, we also find that there is a bilateral asymmetric volatility spillover effects between British pound, Canadian dollar, Brasilian Real and won/dollar spot and futures market. However there is a unilateral asymmetric volatility spillover effect from Australian dollar futures to cash market, not vice versa. From these empirical results we infer that most of currency futures markets have a much better price discovery function than currency cash market and are inefficient to the information.

• Proceedings of the Korean Vacuum Society Conference
• /
• 2016.02a
• /
• pp.328.1-328.1
• /
• 2016

높은 집적도를 가진 소자에 대한 요구가 커지면서 낸드 플래시 메모리에 대한 연구가 많이 이루어 지고 있다. 그러나 소자의 크기가 작아지면서 게이트 누설 전류, 셀간 간섭, 단 채널 효과 등과 같은 문제들이 발생한다. 이에 따라 제한된 공간에서의 coupling ratio값을 증가시켜야 하는 문제가 주목 받으면서 얇은 절연층에 대한 많은 연구가 진행되고 있다. 본 연구에서는 절연층 구조를 비대칭으로 사용한 낸드 플래시 메모리의 전기적 특성을 멀티 오리엔테이션 모델을 포함한 3차원 TCAD 시뮬레이션을 이용하여 계산하였다. 메모리 소자가 각 셀 간의 절연층을 가질 때 낮은 셀 간 간섭과 높은 coupling ratio 값을 가진다. 절연층 구조의 높이와 방향의 두께가 증가할수록 게이트 누설 전류의 값이 감소하였다. 또한 비대칭 절연층 구조의 플래시 메모리에서 플로팅 게이트의 on-current 레벨과 전위 값이 기존의 플래시 메모리에 비해 크게 나타나는 시뮬레이션 결과값을 관찰하였다. 비대칭 절연층 구조를 가지는 플래시 메모리는 게이트 누설 전류에 영향을 미치는 절연층 주위의 전기장의 값이 기존 구조에 비해 약 30 % 감소하였고 같은 프로그램 동작 전압에서 플로팅 게이트에 주입되는 전하의 양 또한 증가하였다. 이 연구 결과는 낸드 플래시 메모리 소자에서 게이트 누설 전류 문제를 감소시키고 프로그램 특성을 증진시키는데 도움이 된다.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
• /
• v.12 no.5
• /
• pp.837-843
• /
• 2001

Conventional reverberation chamber has a rectangular structure including mode stirrers or mode-turned stirrers to obtain the field uniformity inside the chamber. This paper explained the way to improve the field uniformity in an asymmetric structure instead of conventional rectangular structure with right-angled planes. Two types of asymmetric structure were considered. One was an asymmetric reverberation chamber using Quadratic Residue Diffuser and the other was an asymmetric chamber with oblique enclosure including fixed Randomly Made Diffusers. The FDTD simulation method was used to analyze the field homogeneous characteristics of these asymmetric reverberation chambers.