• Journal of Korea Port Economic Association
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• v.31 no.1
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• pp.1-14
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• 2015

The standard GARCH model imposing symmetry on the conditional variance, tends to fail in capturing some important features of the data. This paper, hence, introduces the models capturing asymmetric effect. They are the EGARCH model and the GJR model. We provide the systematic comparison of volatility models focusing on the asymmetric effect of news on volatility. Specifically, three diagnostic tests are provided: the sign bias test, the negative size bias test, and the positive size bias test. This paper shows that there is significant evidence of GARCH-type process in the data, as shown by the test for the Ljung-Box Q statistic on the squared residual data. The estimated unconditional density function for squared residual is clearly skewed to the left and markedly leptokurtic when compared with the standard normal distribution. The observation of volatility clustering is also clearly reinforced by the plot of the squared value of residuals of export volume and values. The unconditional variance of both export volumes and export value indicates that large shocks of either sign tend to be followed by large shocks, and small shocks of either sign tend to follow small shocks. The estimated export volume news impact curve for the GARCH also suggests that $h_t$ is overestimated for large negative and positive shocks. The conditional variance equation of the GARCH model for export volumes contains two parameters ${\alpha}$ and ${\beta}$ that are insignificant, indicating that the GARCH model is a poor characterization of the conditional variance of export volumes. The conditional variance equation of the EGARCH model for export value, however, shows a positive sign of parameter ${\delta}$, which is contrary to our expectation, while the GJR model exhibits that parameters ${\alpha}$ and ${\beta}$ are insignificant, and ${\delta}$ is marginally significant. That indicates that the asymmetric volatility models are poor characterization of the conditional variance of export value. It is concluded that the asymmetric EGARCH and GJR model are appropriate in explaining the volatility of export volume, while the symmetric standard GARCH model is good for capturing the volatility.

• Publications of The Korean Astronomical Society
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• v.21 no.2
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• pp.67-74
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• 2006

We have developed a control electronics system for an infrared detector array of KASINICS (KASI Near Infrared Camera System), which is a new ground-based instrument of the Korea Astronomy and Space science Institute (KASI). Equipped with a $512{\times}512$ InSb array (ALADDIN III Quadrant, manufactured by Raytheon) sensitive from 1 to $5{\mu}m$, KASINICS will be used at J, H, Ks, and L-bands. The controller consists of DSP(Digital Signal Processor), Bias, Clock, and Video boards which are installed on a single VME-bus backplane. TMS320C6713DSP, FPGA(Field Programmable Gate Array), and 384-MB SDRAM(Synchronous Dynamic Random Access Memory) are included in the DSP board. DSP board manages entire electronics system, generates digital clock patterns and communicates with a PC using USB 2.0 interface. The clock patterns are downloaded from a PC and stored on the FPGA. UART is used for the communication with peripherals. Video board has 4 channel ADC which converts video signal into 16-bit digital numbers. Two video boards are installed on the controller for ALADDIN array. The Bias board provides 16 dc bias voltages and the Clock board has 15 clock channels. We have also coded a DSP firmware and a test version of control software in C-language. The controller is flexible enough to operate a wide range of IR array and CCD. Operational tests of the controller have been successfully finished using a test ROIC (Read-Out Integrated Circuit).

• Korean Journal of Culture and Social Issue
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• v.15 no.1
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• pp.49-79
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• 2009

This study examined how the explicit and implicit race attitudes differ according to age and gender from the developmental perspective in Korean elementary students. The study also investigated the efficacy of a multi-cultural education program on explicit and implicit attitude change in elementary school students. This thesis consists of two parts. In Study 1, elementary school students(first grade:117, fourth grade:117) completed Explicit Attitudes Rating Scales, Explicit Preference Test, and Child Implicit Association Tests (Korean-White/Korean-Black/ Korean-Southeast Asian IATs). The effects of age and gender on explicit and implicit attitudes toward Korean/White/Black/Southeast Asian were examined with two-way MANOVA. The results demonstrated that as age increases, in-group preference/out-group bias decrease on the explicit level. In contrast, on the implicit level, as age increases, in-group preference/out-group bias do not decrease. Rather, prejudiced attitudes toward blacks increase. Study 2 was performed to investigate the effect of a multi-cultural education program on explicit and implicit attitude change toward races in elementary school students. The program conveying an anti-bias message consists of three sessions, and the procedures are as follows; watching video clips, confirming contents and short discussion. Two classes in the program and two classes in comparative groups on the first and fourth grade of elementary school were assessed. The results showed that black preference significantly increased both in the first and the fourth grade elementary students on the explicit attitude level, but not on the implicit level. The theoretical and practical implications of these findings were discussed.

• Convergence Security Journal
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• v.7 no.3
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• pp.51-60
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• 2007

Infinite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, exponential distribution and Rayleigh distribution model was reviewed, proposes the mixture reliability model, which made out efficiency substituted for situation for failure time Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using S27 data set for the sake of proposing shape parameter of the mixture distribution was employed. This analysis of failure data compared with the mixture distribution model and the existing model(using arithmetic and Laplace trend tests, bias tests) is presented.

• Environmental and Resource Economics Review
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• v.21 no.2
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• pp.271-299
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• 2012

The relationship between environment and economic growth has been controversial for a long time. The cores of controversy are endogeneity problem and omitted variable bias. This paper tests EKC (Environmental Kuznets Curves) hypothesis by considering econometric issues and estimates the effects of energy mix on $CO_2$ emissions empirically and tests with time series during 1981~2008. By the results of this analysis, we convince EKC Hypothesis which the relationship between $CO_2$ emissions and economic growth is the inverted U-shaped and the national energy mix contributes significantly to GHG mitigation. We also find that the nuclear energy has the greatest contribution for $CO_2$ mitigation and the renewable energy does not seem to contribute little to the $CO_2$ mitigation because the proportion of renewable energy in Korea is negligible. In terms of final energy consumption, $CO_2$ increases and transportation sector is statistically and significantly associated.

• Journal of the Korea Society of Computer and Information
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• v.12 no.4
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• pp.33-42
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• 2007

Accurate predictions of software release times, and estimation of the reliability and availability of a software product require quantification of a critical element of the software testing process : test coverage. This model called Enhanced non-homogeneous poission process(ENHPP). In this paper, exponential coverage and S-shaped model was reviewed, proposes the Kappa coverage model, which maked out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE statistics and Kolmogorov distance, for the sake of efficient model, was employed. From the analysis of mission time, the result of this comparative study shows the excellent performance of Burr coverage model rather than exponential coverage and S-shaped model using NTDS data. This analysis of failure data compared with the Kappa coverage model and the existing model(using arithmetic and Laplace trend tests, bias tests) is presented.

• Journal of the Korea Society of Computer and Information
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• v.11 no.1 s.39
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• pp.45-53
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• 2006

Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the $x^2$ reliability model, which can capture the increasing nature of the failure occurrence rate per fault. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE, AIC statistics and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using real data set, SYS2(Allen P.Nikora and Michael R.Lyu), for the sake of proposing shape parameter of the $x^2$ distribution using the degree of freedom, was employed. This analysis of failure data compared with the $x^2$ model and the existing model using arithmetic and Laplace trend tests, Kolmogorov test is presented.

• Journal of Veterinary Clinics
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• v.20 no.1
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• pp.7-11
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• 2003

The selection of a test as a reference with no perfect sensitivity and specificity may lead to bias, yielding distortion of the diagnostic performance. This means it is inappropriate to use imperfect diagnostic tests as a reference method to identify infected patients in clinical environments. In this study, diagnostic performance of rapid urease test, polymerase chain reaction (PCR), and histology of gastric biopsy specimens for diagnosing Helicobacter pylori infection separately and in combination was estimated by using non-linear regression. Based on this approach, the sensitivity, specificity and likelihood ration positive and negative values for each test were as follows: urease test 99.9%, 99.9%, 99.9%, 99.6%, respectively; PCR 88.6%, 99.9%, 99.9%, 70.5%, respectively; histology 78.3%, 97%, 78.3%, 97%, respectively. Predictive values for positive and negative changes with varying Combination of three diagnostic tests employed in the study gives no substantial benefit for practitioners to screen infected patients, and urease test or PCR represents an appropriate single test in clinical environments.

• ETRI Journal
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• v.31 no.6
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• pp.660-666
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• 2009

We investigate the effects of interfacial dielectric layers (IDLs) on the electrical properties of top-gate In-Ga-Zn-oxide (IGZO) thin film transistors (TFTs) fabricated at low temperatures below $200^{\circ}C$, using a target composition of In:Ga:Zn = 2:1:2 (atomic ratio). Using four types of TFT structures combined with such dielectric materials as $Si_3N_4$ and $Al_2O_3$, the electrical properties are analyzed. After post-annealing at $200^{\circ}C$ for 1 hour in an $O_2$ ambient, the sub-threshold swing is improved in all TFT types, which indicates a reduction of the interfacial trap sites. During negative-bias stress tests on TFTs with a $Si_3N_4$ IDL, the degradation sources are closely related to unstable bond states, such as Si-based broken bonds and hydrogen-based bonds. From constant-current stress tests of $I_d$ = 3 ${\mu}A$, an IGZO-TFT with heat-treated $Si_3N_4$ IDL shows a good stability performance, which is attributed to the compensation effect of the original charge-injection and electron-trapping behavior.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.11 no.12
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• pp.2311-2318
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• 2007

Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. Accurate predictions of software release times, and estimation of the reliability and availability of a software product require Release times of a critical element of the software testing process : test coverage. This model called Enhanced non-homogeneous Poission process(ENHPP). In this paper, exponential coverage and S-shaped model was reviewed, proposes the Kappa coverage model, which make out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE statistics and Kolmogorov distance, for the sake of efficient model, was employed. Numerical examples using real data set for the sake of proposing Kappa coverage model was employed. This analysis of failure data compared with the Kappaa coverage model and the existing model(using arithmetic and Laplace trend tests, bias tests) is presented.