• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.753-771
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• 2016

Value at Risk (VaR) is widely used as an important tool for risk management of financial institutions. In this paper we discuss estimation and back testing for VaR of the portfolio composed of KOSPI, Dow Jones, Shanghai, Nikkei indexes. The copula functions are adopted to construct the multivariate distributions of portfolio components from marginal distributions that combine extreme value theory and GARCH models. Volatility models with t distribution of the error terms using Gaussian, t, Clayton and Frank copula functions are shown to be more appropriate than the other models, in particular the model using the Frank copula is shown to be the best.

• 한국경영정보학회:학술대회논문집
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• 2007.06a
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• pp.875-882
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• 2007

정부 포탈 사이트는 국민들의 참여와 이용을 장려하여 정부와 국민간의 활발한 커뮤니케이션 창구로 이용하려는 전자정부의 의지를 반영하고 있다. 본 연구에서는 어떠한 요인들이 정부 포탈사이트 사용의도에 영향을 미치는지를 검증하여 그 목적을 가지고 있다. 이를 위해서 정보기술 수용에 관련된 연구들 중 널리 알려진 Davis(1989)의 TAM 모형과 DcLone & McLean(l992)의 정보시스템 성과측정 모형을 사용하여 연구모형을 도출하였으며, 지각된 모호성과 정부지원을 조절변수로 사용하여 지각된 유용성에 미치는 영향을 검증하고자 하였다.

• Korean Journal of Construction Engineering and Management
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• v.15 no.5
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• pp.103-114
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• 2014

Data envelopment analysis (DEA) measures the relative efficiency of decision making units (DMUs) with multiple performance factors that are grouped into outputs and inputs. DEA has proven to be superior to simple aggregation of performance measures, and is also useful for evaluating the performance of construction companies for comparison with competitor performance. The purpose of this study was to survey literatures on the application of DEA methodology and to propose a methodological scheme to measure the performance of construction organizations. Articles on previous studies were surveyed and examined as part of a comprehensive review. The survey revealed that the application of DEA in the construction industry was li mited. Further, the survey indicated that there is a need for the development of a methodological framework on the special goals and subjects of performance measurement, methods of data structure and collection, selection of appropriate DEA models, analysis of results, and post-test. Based on the survey, this study identified and discussed the types of major issues and topics for future studies from a methodological perspective, which could be helpful to researchers interested in using DEA to study performance issues in construction organizations.

• Journal of Korean Library and Information Science Society
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• v.39 no.4
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• pp.71-96
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• 2008

Recently, some universities and university libraries have implemented performance management system as a part of managerial innovation, and they have either implemented or are considering implementing BSC. Thus there are needs to develop performance indicator, which is a tool measuring performance of university libraries, based on BSC, and to assess the developed performance indicator's relative weights to analyze which indicators are essential to fulfill and improve the university library's mission. The performance indicators are also affected by the characteristics and perspectives of the people who develop them during the development process. Therefore, it is necessary to analyze the differences among the professional groups in relative weighting of the performance indicator. The purposes of this study are to derive a university library performance indicator model based on BSC, to analyze the importance of each evaluation factor of the derived performance indicator model, and to analyze the differences among the professional groups in relative weighting of the performance indicator model.

• Proceedings of the Korea Technology Innovation Society Conference
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• 2013.10a
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• pp.153-167
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• 2013

• Journal of the Korea Academia-Industrial cooperation Society
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• v.5 no.2
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• pp.191-196
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• 2004

Allocative efficiency measures the extents to which the technically efficient units falls shorts of achieving minimal cost. By using this measure manager can make decision about how to redistribute organizational resources to improve price efficiency. Allocative and overall efficiency are derived on the basis of budget line and cost minimization concept. The purpose of this study is to introduce the concept of allocative efficiency and propose two modified DEA models. Examples are provided to illustrate the similarities and the application procedure of the two model. By providing example and tracing the data application procedure, we found the same results but some cautions are needed to interpret the valuation.

• Proceedings of the Korea Society of Information Technology Applications Conference
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• 2001.05a
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• pp.121-123
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• 2001

• Journal of Digital Convergence
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• v.9 no.5
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• pp.253-263
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• 2011

In this study of the domestic high school and middle school students to use the online education-website to measure the quality of service between SERVPERF model and the KS-SQI model fits which were analyzed further. Analysis using AMOS 7, SERVPERF for measuring quality of service reliability, responsiveness, assurance, empathy and tangibility, was a measurement model. KS-SQI for primary needs fulfillment, unexpected benefit were performance dimensions, reliability, individual empathy, positive assistance, accessibility and media tangibility, consist of process dimension was measured. In comparison of two models, the KS-SQI model on a path analysis showed better in terms of model fit indexes.

• Journal of the Korean BIBLIA Society for library and Information Science
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• v.29 no.1
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• pp.369-391
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• 2018

The purpose of this study was to develop a measurement scheme that assesses organizational performances in library department unit level by applying PCSI model, a Public-service Customer Satisfaction Index. Specifically, this study adopted the Antecedent Model, a component of the PCSI's three-part model, that consists of a total of 12 service quality indices. The study selected a large-scale library as a case to analyze and design a method. We analyzed the library's organizational missions and goals set by each of its six departments, and then mapped them with each of the 12 service quality indices. This mapping was further developed as a work analysis scheme of the library and as a measurement tool. A total of 341 library users participated in a survey that was designed to assess 12 service quality indices. As a result service quality was measured for each index, which in turn, calculated the library's service performance index for both entire and individual units of the library. The results reveled the measurement tool useful in assessing service performances for both individual unit and the entire library.

• Journal of Information Technology and Architecture
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• v.11 no.4
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• pp.409-426
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• 2014

Korea has won 3 times in a row in the evaluation of e-government services in 2014. And the last year, the government-EA has been awarded the UN Public Service Award. Because of the development and execution of personalized integrated services based on the government-EA, Korea has won the two award from the UN. EA has been selected and proceeded as one of the 31 e-Government projects in early period, in 2005 the law which public sector must adopt the EA for efficient informatization had been enacted. Many public agencies in which actively utilized to derive such as internal and external performance through the EA. On the other hand, in the last 10 years, some public agencies have still been as recognized level of management in the EA. In this study, the main purpose is that to find out what is a major factor for successful use and result of EA, what is the EA success Model and how to examine it. To do that, this study will study the related prior research such as EA services, information systems success factors, performance measures, and develop the success model for EA and then examine the model. This study will contribute great implications in practical and theoretical in EA success model because this is the nation's first research that SERVQUAL model and the IS Success Model(DeLone & McLean 2003) has been combined and examined.