• The Korean Journal of Financial Management
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• v.11 no.1
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• pp.1-29
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• 1994

재무관리의 모든 영역을 완벽하게 이해하기 위하여는 기업재무관리와 투자론을 비롯하여 금융산업 전체에 대한 연역적 방법에 의한 이론의 정립과 실증분석을 통한 이론의 정립이 관건이라 할 수 있다. 이 논문에서는 실증 분석을 수행함에 있어 우리나라에서 활발하게 논의가 진행되지 않는 시계열분석의 영역을 살펴보았다. 그것은 이와 같은 분야를 천착해 봄으로써 이 분야가 재무관리에 대한 통찰력과 현실 적합성의 판단력을 배양하는데 큰 공헌을 할 수 있으리라는 믿음 때문이다. 이 논의를 통하여 시계열 분석에 대한 활발한 연구가 진행되기를 기대하고 있다. 시계열 확률과정에 대한 재무관리이론을 연역적으로 도출하기는 용이하지 않다. 시계열 분석에서 제시되는 여러 방법론을 재무관리의 시계열에 적용하여 그 시계열의 성질과 특성을 파악하면 그것이 그대로 현실에 적용될 수 있을 것이다. 이러한 연구의 결과는 어떤 형태로든 연역적 방법에 의한 이론의 정립에 깊은 영향을 미칠 것이다. 뿐만 아니라 연속시간의 틀과 이시적(異時的) 양태하(樣態下)에서 많은 재무관리 모형들이 개발되고 있으며, 동태적 상황을 해명하는 의도에서 이 모형들이 연구되고 있는 만큼 시계열 분석은 이 분야에 직접적으로 이용될 수 있다. 시계열 분석에서 제시된 많은 모형들이 재무관리의 실증적 현상을 설명하는데 효과적으로 활용될 수 있다. 뿐만 아니라 현재 연역적으로 개발된 모형들이 설명할 수 없는 부분을 시계열 분석이 직접적으로 해명할 수 있는 능력을 확보하고 있음도 제시되었다. 증권의 현가모형(現價模型), 이자율의 기간구조, 효율적 시장가설도 주가의 변동성 등은 시계열 분석의 다양한 기법을 사용하여 검증되어야 하며, 이 경우 특히 분산의 추정방법을 여러 측면에서 개발해 야 할 것이다. 시계열 분석에서는 두개 또는 그 이상의 기법을 하나로 통합하는 방법이 있을 수 있다. ARIMA와 ARCH가 결합되는 것을 본 바 있다. 구조적(構造的) 변화(變化)(structural change)모형(模型)과 ARCH의 결합도 가능하다. 다른 분야로서는 변동성(變動性)에 관한 연구이다. 변동성(變動性)에 관한 연구는 variance bounds test에 한정된 감이 있으나 정보와 변동성의 관계가 중요시되고 있는 만큼 정보집합과 시계열 분석 기법의 결합은 변동성의 연구에 새로운 지평을 열어줄 것으로 보인다. 따라서 정보집합의 형성에 따라 새로운 추정방법이 개발될 여지가 풍부하다.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.32 no.6
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• pp.737-747
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• 1999

To estimate biomass and distribution of the Antarctic krill (Euphausia superba), hydroacoustic survey was conducted on board of R/V Yuzhmorgeologiya, which was chartered by Korea Antarctic Research Program (KARP) group from 18 to 21 December 1998, in the northern part of the South Shetland Islands, Antarctic Ocean, The scientific echo sounder (towing body type) used was EK- 500 (SIMRAD, Norway) with echo integrator (BI-500) at 38 kHz frequency and recorded mean backscattering cross-section coefficient (SA) per 1 $mile^2$ of sea surface. Also, Bongo net sampling was carried out to determine the size of krill and CTD (Conductivity, Temperature and Depth) casting to understand physical structure. Water column was divided into 5 layers (22$\~$65 m, 65$\~$115 m, l15$\~$65 m, 165$\~$215 m and 215$\~$315 m) to know vertical distribution of krill biomass. The standard length of krill collected was between 30 mm and 51 mm, and adult krill had single mode (41 mm). Maximum horizontal length of krill patch was about 35 nautical mile and vertical thickness was about 275 m. High density of krill was appeared in frontal area between Circumpolar Deep Water (>$1^{\circ}C$) and very low temperature water mass (< $-0.5^{\circ}C$) that originate from Weddell Sea. According to the results calculated using target strength equation, krill density was totally higher in continental slope and open water areas than in coastal area. In the study area, krill seems to distribute in depth; density was low at first layer ($\={\rho}=17.0\;g/m^2$) and higher at fourth layer ($\={\rho}=40.19\;g/m^2$). The estimated krill biomass at total survey area and water column was about 2.77 million metric ion ($\={\rho}=151.0\;g/m^2$) and coefficient of valiance ( CV, $\%$) was 19.92. The proportions and biomass of krill biomass at each layer were as follows; layer 1 ($11.3\%$, 0.31 million metric ton, CV=16.24), layer 2 ($13.3\%$, 0.37 million metric ton, CV=34.91), layer 3 ($23.7\%$, 0.66 million metric ton, CV=41.5), layer 4 ($26.6\%$, 0.74 million metric ton, CV=27.84) and layer 5 ($25\%$, 0.69 million metric ton, CV= 26.83).

• Journal of Navigation and Port Research
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• v.35 no.1
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• pp.45-49
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• 2011

The recent trend for numerical experiment requires more higher resolution and accuracy. Generally, in the wave field calculation, it starts with a large region formulation first and follows by a separated detailed region formulation by more denser grids for the main interest area considering the geographical and bathymetrical variation. The wave fields resulted from the large region calculation is being introduced into the detail region calculation as the incident waves. In this process there exists a problem of continuity. In order to get over such problem, method of variable gridding system or spectrum sampling, etc., is being used. However, it seems not enough to examine and analyze the related numerical errors. Therefore, it is investigated in this study the field applicability of the most pervasive use of wave model, the nested SWAN model. For this purpose, we made model experiment for two coastal harbours with different tidal environment, and compared and analyzed the result. From the analysis, it was found that both the extracted values, near the boundaries of the large and detail region and the nested formulation of SWAN model, show almost the same and no different between those with different tidal environment conditions. However it is necessary for reducing the numerical errors to set the boundaries for the detailed region outside of the rapid bathymetric change and deeper region.

• 한국해양학회지
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• v.26 no.2
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• pp.117-132
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• 1991

Marine total magnetic intensity over the southern part of the Ulleung Basin and geomagnetic data measured at a land base station are analyzed. Fourteen days observation of geomagnetic field at a fixed on-land base station showed how the geomagnetic field around the study area behaves. geomagnetic data at the base station can also be used as correction data for a diurnal variation. Magnetic anomalies in the study area do not reflect an effect of sea bottom topography but mainly subsurface basement. The southern part of the Ulleung Basin can be devided into two zones according to a different anomaly pattern; along the coastal shelves the isolated anomalies with a short wave and a strong amplitude are dominant, and toward the open sea the anomalies become much more subdued. The high anomaly zone adjoined to land is interpreted to be caused by granitic intrusives or volcanic rocks, and the weak anomaly zone to the outer sea to be arisen from an existence of deep basement. A spectrum analysis is applied to estimate magnetic basement depths from three anomaly profiles with a long period and a weak amplitude toward the outer sea. The calculated depths are 7.0km, 5.0km, and 2.6km respectively from outer profile. The basement might be correlated with the mixed layer of tuff, basalt, and sediment, which had been defined as L-2 layer in the Yamato basin and the Japan Basin.

• Journal of the Korean Society for Marine Environment & Energy
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• v.16 no.3
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• pp.151-162
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• 2013

Studies of the distribution of micro-phytoplankton community and chlorophyll a concentration have focused on the vertical profiles of marine environmental factors such as water temperature, salinity, sigma-t, light intensity, and dissolved oxygen in the continental slope on the east parts of East China Sea in the early summer of 2009. Water temperature showed a gradual reduction according to the depth. While the salinity was low in the surface layer showing a mixed down to the relatively subsurface layer, it was increased with an increase in the depth at the middle and bottom layers showing a maximum value at 150~200 m followed by a decreasing aspect afterwards, although the change was not large. The change of sigma-t was governed by the water temperature, and gradually increased in the surface layer with an increase in the depth, showing a value higher than in the surface layer by about 3 $kg/m^3$ at the bottom layer. Although the intensity of light was exponential reduced in the surface layer, the compensation depth was located at the depth of about 80m. The vertical profiles of chlorophyll a concentration was governed by the intensity rather than the changes in water temperature or salinity, exhibiting a maximum value at the compensation depth corresponding to 1% in the surface light intensity. The micro-phytoplankton communities consisted of 56 genera 103 species showing a relatively variety, while the standing crop was also changed to 112.0~470.0 cells/L in the pelagic environment, showing a maximum chlorophyll a concentration. Although a variety of dominant species appear at low dominance without dominant species appearing with a right-wing point in the phytoplankton communities, the silicoflagellate, Otactis otonaris at the station A and the dominance of 26% due to Leptocylindrus mediterraneus at the station C have been judged to be unusual. For community analysis of infinitesimal creatures such as phytoplankton of oligotrophic waters through the present study, ecology studies through vertical sample collection agreeing with the results of continuous observation such as identification of vertical distribution in a marine environment or of maximum chlorophyll layers have been considered rather than a survey method with intervals of a given depth such as surface, subsurface, middle and bottom layers.

• Journal of the Korean Geophysical Society
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• v.2 no.1
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• pp.27-38
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• 1999

The errors between track segments or at the cross-over points of shipborne gravity were successfully reduced by applying a cross-over error adjustment technique using satellite gravity. The integration of shipborne and satellite altimeter-implied free-air gravity anomalies after the cross-over error adjustment resulted in a high resolution gravity map which contains both short and long wavelength components. The successful adjustment of the cross-over errors in the shipborne gravity using the satellite gravity suggests that the shipborne gravity can be combined with the satellite anomalies characterized by a stable and long wavelength component. The resulting free-air anomaly map is evenly harmonized with both short and long wavelength anomalies. Thus the corrected anomaly map can be better used for the geological interpretation. Free-air anomalies with more than 140 mGal in total variations generally correspond to the seafloor topographic changes in their regional patterns. A series of gravity highs are aligned from the Korea Plateau to the Oki Island, which are interpreted to be caused by seamounts or volcanic topographies. The gravity minima along the western and southern shelf edge are associated not only with the local basement morphology and thick sediment fill at the continental margin, but also possibly with the crustal edge effect known for passive continental margins. Series of NE-trending linear anomalies are possibly caused by a swarm of volcanic intrusions followed the initial opening of the Ulleung Basin. The linear high anomalies in the Ulleung Plateau are terminated by the straightly NNW-trending anomalies with a sharp gradient in its western boundary which indicates a fault-line scarp. The opposite side adjoined with the fault-line scarp shows no correlation with the fault-line scarp in geometry indicating that the block might be horizontally slided from the north. A gravity high in contrast to the deepening in seafloor toward the northeastern central Ulleung Basin is probably responsible for the thin crust and shallow seated mantle. The gravity minima along the western and southern shelf edge are associated not only with the local basement morphology and thick sediment fill at the continental margin, but also possibly with the crustal edge effect known for passive continental margins. Series of NE-trending linear anomalies are possibly caused by a swarm of volcanic intrusions followed the initial opening of the Ulleung Basin. The linear high anomalies in the Ulleung Plateau are terminated by the straightly NNW-trending anomalies with a sharp gradient in its western boundary which indicates a fault-line scarp. The opposite side adjoined with the fault-line scarp shows no correlation with the fault-line scarp in geometry indicating that the block might be horizontally slided from the north. A gravity high in contrast to the deepening in seafloor toward the northeastern central Ulleung Basin is probably suggestive of a thin crust and shallow seated mantle.