• The Korean Journal of Pharmacology
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• v.20 no.2
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• pp.23-34
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• 1984

To investigate diurnal variations of opiate receptor binding and its modification by experimental condition or treatment of various centrally-acting drugs, the amount of maximum $^3H-morphine$ binding in rat midbrain homogenates was measured at 4 hour intervals for 24 hours. Animals were conditioned under the controlled L : D, 12 : 12 cycle or D: D, 12 : 12 cycle, for 3 weeks and treated with 0.5 ml of physiological saline or drugs for 2 weeks. A highly significant diurnal rhythm with peak at 22 hour of early dark phase with an amplitude$(0.68{\pm}0.06\;pmole/mg\;protein)$ of +51.1% and nadir $(0.33{\pm}0.03\;mole/mg\;prtein)$ at 18 hour of late light phase with an amplitude of -26.6% was found in control group. 24 tour mean of $^3H-morphine$ binding was $0.45{\pm}0.03\;pmole/mg$ protein respectively. Constant dark adaptation or treatment of reserpine, pargyline, imipramine, amphetamine and chlorpromazine modified the diurnal rhythm in the time of peak and nadir binding shape, phase, amplitude of the diurnal curve and 24 hour mean of $^3H-morphine$ binding. However, Kd values were not changed in all experimental groups : Statistical analysis at times of least and great binding indicates that the differences in $^3H-morphine$ binding were due to changes not in the affinity, but in the number of binding sites. The results are interpreted with regard to the diurnal rhythm of opiate receptor finding. The modes of action of psychoactive drugs are closely related to postulated changes of receptor sensitivity in neuropharmacological aspects.

• The Korean Journal of Pharmacology
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• v.20 no.2
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• pp.35-47
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• 1984

Contents of immunoreactive ${\beta}-endorphin$ and maximum of $^3H-morphine$ binding was measured in the rat midbrain homogenates from different subgroups at 24 hour interval over 24 hours. Animals were adapted to the light-dark cycle(L : D, 12: 12) or constant darkness (D : D, 12 : 12) for 3 weeks. After the adaptation, 0.5ml of physiologic saline or drug was administered twice a day for 2 weeks. A highly significant circadian rhythm with the peak$(94.8{\pm}7.7\;fmole/mg\;protein)$ at 06:00 and the nadir $(27.6{\pm}2.4\;fmole/mg\;protein)$ at 18:00 was observed in constant of group. Constant dark or treatment of reserpine, pargyline, imipramine, amphetamine and chlorpromazine modified the diurnal rhythm in the time of peak and nadir, shape, phase amplitude and 24 hour mean of ${\beta}-endorphin$ contents. Opiate receptor binding by $^3H-morphine$ also showed highly significant diurnal change in control and constant dark adapted rats. Statistical analysis by one-way analysis of variance and two-way analysis of variance indicates that the·re are highly significant differences between the diurnal change of ${\beta}-endorphin$ in control and those constant dark adapted and drug treated groups. However diurnal change of Maximum $^3H-morphine$ binding is closely related to the change of ${\beta}-endorphin$ contents. The results are interpreted with regard to the circadian rhythm of beta-endorphin contents, its modification by psychoactive drugs and possible mechanism of diurnal change of opiate receptor in brain.

• The Korean Journal of Pharmacology
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• v.21 no.2
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• pp.128-141
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• 1985

To investigate the influence of phenobarbital sodium on the action of morphine and on the diurnal rhythms of both opiate receptor binding and ${\beta}-endorphin$ contents, the amount of specifically bound $(^3H)$-morphine and immunoreactive ${\beta}-endorphin$ were measured in the midbrain of phenobarbital-treated rats at 4h intervals in a day. Rats were housed and adapted to a controlled cycle of either 12 h light-12 h dark or 24 h constant dark. After 3 weeks of adaptation, 0.5 ml of physiological saline or phenobarbital sodium (20mg/kg/day, i.p.) were administered twice a day for 2 weeks. Highly significant diurnal rhythms of opiate receptor binding and ${\beta}-endorphin$ were present in rat midbrain. In control group, the peak of maximum $(^3H)$-morphine binding was observed at 22:00 h, whereas the peak of ${\beta}-endorphin$ content was found at 06:00 h. Even in the absence of time cues these diurnal rhythms persisted, but they were highly modified with respect to the wave form as well as differences in the timing of peak and nadir. In the phenobarbital-treated group, these diurnal rhythms were also modified in shape, phase and amplitude, as well as in timing of peak and nadir. In this group, 24 h mean of opiate receptor binding was significantly decreased, while the 24 h mean level of ${\beta}-endorphin$ content was highly increased. However, Kd values in all experimental groups did not change. This indicates that differences in binding were not due to changes in the affinity, but in the number of binding sites. Statistical analysis of regression line indicates that changes of receptor binding were closely correlated with the changes of ${\beta}-endorphin$ content. These results suggest that phenobarbital may influence the action of morphine by changing the number of opiate receptors and that the modification of diurnal rhythm of opiate receptor by the agent is possibly due to changes of ${\beta}-endorphin$ content.

• Journal of Korean Biological Nursing Science
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• v.18 no.1
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• pp.9-16
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• 2016

Purpose: The purpose of this exploratory study was to find a specific time of day with a stable cortisol level and to investigate the relationship between salivary cortisol and sleep. Methods: A total of 36 Korean female college students participated in the study. Salivary specimens were collected 6 times a day for 2 days in different stressful situations. Sleep characteristics were measured using an actigraph while salivary specimens were collected. Perceived stress was evaluated using the Global Assessment of Recent Stress. Results: Depending on whether there were morning peak and/or afternoon elevations in the cortisol levels, the type of diurnal cortisol pattern was classified into 4 types. None of the cortisol levels in different times of the day showed significant relationships to perceived stress levels. Cortisol levels in the morning, levels of peak cortisol and diurnal differences of cortisol were significantly correlated with sleep duration. The time with most stable cortisol level was 9-10 pm. Conclusion: It is recommended that measurements of salivary cortisol are taken from 9-10 pm since it showed a stable value regardless of diurnal cortisol rhythm and sleep. Sleep duration should be considered as an important confounding factor in measuring cortisol levels in the morning and the diurnal differences of cortisol.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2014.10a
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• pp.708-710
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• 2014

최근 금융 분야에서는 빅 데이터를 이용하여 주가예측 모형을 만들어내고 있으며, 특히 금융 시계열 자료의 변동성 집중 현상을 금융 빅 데이터를 이용하여 분석함으로써 세계 주식시장의 동조화 현상을 분석하고 있다. 본 논문에서는 한국과 중국의 일별 주가지수수익률과 일중 주가지수수익률을 이용하여 이들 2개 국가의 대표적인 주가지수 시계열 데이터에 변동성 집중 현상이 존재하는지를 보다 세밀하게 추적하여 양국 주식시장의 동조화 현상을 분석한다. 분석 결과, 한국의 KOSPI와 중국의 Shanghai 종합주가지수의 지수수익률 시계열 자료는 단위근이 존재하지 않으며, 변동성 집중 현상을 보이는 것으로 나타났다. 또한 한국보다는 중국 주식시장의 변동성 집중현상이 보다 강하게 나타나며, 이러한 현상은 일중 주가지수수익률 시계열 자료에서 보다 두드러지게 나타났다.

• The Korean Journal of Financial Management
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• v.15 no.1
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• pp.139-163
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• 1998

본 연구는 KOSPI 200 주가지수선물이 현물시장의 유동성 및 변동성에 미치는 영향을 분석하기 위하여 1996년 5월 3일 주가지수선물의 도입 전 후 각각 6개월간의 일중 매수 매도호가, 일중 최고가, 최저가, 종가, 거래량에 대한 109개 기업의 패널자료(panel data)를 일반화최소승자(GLS) 방법에 의하여 시계열횡단면회귀분석(time series cross-sectional regression)으로 실시하였다. 본 연구에서 발견된 결과는 다음과 같다. 첫째, 주가지수선물 도입이후 주식시장 전반적으로 매수 매도호가 스프레드 증가는 발견할 수 없었다. 그러나 KOSPI 200 지수 비채택종목의 스프레드는 증가하여 주가지수선물 도입이후 유동성의 감소를 보였고 KOSPI 200 종목군은 유의적인 변화가 없었다. 둘째, 스프레드의 설명변수중 가격변수는 주가지수선물의 도입 이전에 유의적 설명변수이었고, 주가지수선물 도입이후에도 구조적 차이의 변화를 발견할 수 없었다. 그러나 스프레드의 설명변수 중 주가지수선물의 도입 이전에는 유의적이지 못하였던 변동성과 거래량의 스프레드에 대한 민감도가 주가지수선물 도입이후에는 유의적인 차이변화를 나타냈다. 변동성은 KOSPI 200 지수 비채택종목군에서, 그리고 거래량은 지수채택종목과 비채택종목군 모두에서 통계적으로 유의적인 차이 변화를 나타내어 주가지수선물 도입이후 스프레드의 설명변수에 구조적 변화가 발생하였다. 셋째, 주가지수선물의 도입이후 가격변수를 설명변수로 조정하고 난 현물시장의 변동성이 유의적으로 증가하였고, 특히 지수비채택종목군에서 더 심한 증가를 보여 주었다. 이는 선물가격이 정보를 효율적으로 반영하지 못하여 현물시장의 변동성에 다소 영향을 미친 것으로 볼 수 있다.

• The Korean Nurse
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• v.7 no.1 s.33
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• pp.30-35
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• 1968

• The Korean Journal of Applied Statistics
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• v.33 no.3
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• pp.297-308
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• 2020

We focus on the functional autoregressive conditional heteroscedasticity (fARCH) modelling to analyze intraday volatilities based on high frequency financial time series. Multivariate volatility models are investigated to approximate fARCH(1). A formula of multi-step ahead volatilities for fARCH(1) model is derived. As an application, in implementing fARCH(1), a choice of appropriate time interval for the intraday return is discussed. High frequency KOSPI data analysis is conducted to illustrate the main contributions of the article.

• The Korean Journal of Financial Management
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• v.23 no.2
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• pp.171-187
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• 2006

This paper investigates the pricing information transmission between NYSE listed Chinese ADRs and their underlying shares by using GJR. The data in this study consist of daytime and overnight returns on 7 chinese stocks End their ADRs on the NYSE for the period from December 2002 to december 2005. We have round that the home market leadership hypothesis can be applied to the Chinese stocks. We have also found that return spillover effect is stronger than volatility spillover effect.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.983-991
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• 2017

High frequency time series are now prevalent in financial data. However, models need to be further developed to suit high frequency time series that account for intraday volatilities since traditional volatility models such as ARCH and GARCH are concerned only with daily volatilities. Due to $H{\ddot{o}}rmann$ et al. (2013), functional ARCH abbreviated as fARCH is proposed to analyze intraday volatilities based on high frequency time series. This article introduces fARCH to readers that illustrate intraday volatility configuration on the KOSPI and the Hyundai motor company based on the data with one minute high frequency.