• 제목/요약/키워드: global correlation

검색결과 1,064건 처리시간 0.025초

Capital Market Volatility MGARCH Analysis: Evidence from Southeast Asia

  • RUSMITA, Sylva Alif;RANI, Lina Nugraha;SWASTIKA, Putri;ZULAIKHA, Siti
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제7권11호
    • /
    • pp.117-126
    • /
    • 2020
  • This paper is aimed to explore the co-movement capital market in Southeast Asia and analysis the correlation of conventional and Islamic Index in the regional and global equity. This research become necessary to represent the risk on the capital market and measure market performance, as investor considers the volatility before investing. The time series daily data use from April 2012 to April 2020 both conventional and Islamic stock index in Malaysia and Indonesia. This paper examines the dynamics of conditional volatilities and correlations between those markets by using Multivariate Generalized Autoregressive Conditional Heteroscedasticity (MGARCH). Our result shows that conventional or composite index in Malaysia less volatile than Islamic, but on the other hand, both drive correlation movement. The other output captures that Islamic Index in Indonesian capital market more gradual volatilities than the Composite Index that tends to be low in risk so that investors intend to keep the shares. Generally, the result shows a correlation in each country for conventional and the Islamic index. However, Internationally Indonesia and Malaysia composite and Islamic is low correlated. Regionally Indonesia's indices movement looks to be more correlated and it's similar to Malaysian Capital Market counterparts. In the global market distress condition, the diversification portfolio between Indonesia and Malaysia does not give many benefits.

RC 보-기둥 접합부의 해석 모델링과 거동 (Analytical modelling and behavior of RC beam-column joints)

  • 우성우;이한선
    • 한국콘크리트학회:학술대회논문집
    • /
    • 한국콘크리트학회 2003년도 가을 학술발표회 논문집
    • /
    • pp.388-391
    • /
    • 2003
  • In this study, the experimental results were simulated by using a nonlinear analysis programs IDARC 2D and RUAUMOKO 2D. These programs use a global Takeda-like model. The objectives of this study is to verify the correlation between the experimental and analytical responses of reinforced concrete (RC) frame and to provide the calibration to the available static inelastic analysis techniques. The evaluation of the accuracy of analytical simulation by IDARC 2D and RUAUMOKO 2D leads to the conclusion that the global behaviors can be, in general, simulated with limited accuracy in the linear analysis as detailing.

  • PDF

글로벌 인터넷 쇼핑몰의 패션제품 구매의도 형성에 관한 연구 (A Study on Consumers' Buying Intention toward Fashion Goods through Global Internet Shopping Malls)

  • 이현미
    • 복식문화연구
    • /
    • 제20권4호
    • /
    • pp.573-593
    • /
    • 2012
  • The purpose of this study was to investigate consumers' buying intention toward fashion goods through global internet shopping malls. This research employed Technology Acceptance Model (TAM) as a theoretical framework and was extended to introduce fashion innovativeness, clothing involvement, consumers' needs for uniqueness, computer self-efficacy as external factors. A total of 381 copies of questionnaires were collected online. The subjects of this study were women. The collected date were analysed by factor analysis, Cronbach's alpha, correlation and path analysis. The results indicated that fashion innovativeness, clothing involvement and consumers' needs for uniqueness had a significant positive affect on perceived usefulness. Consumers' needs for uniqueness and computer self-efficacy had a significant positive affect on perceived ease of use. Perceived usefulness and perceived ease of use were found to influence buying intention toward fashion goods through global internet shopping malls. The results of this study also suggested that perceived ease of use was actually a causal antecedent to perceived usefulness. This study reveled that employing TAM to investigate the buying intention toward fashion goods through global internet shopping malls was appropriate. This study also provides empirical analysis that can serve as a guide for marketers of the fashion industry in activating global internet shopping malls.

패션콘텐츠 미디어 환경 예측을 위한 해외 SPA 브랜드의 SNS 언어 네트워크 분석 (Estimating Media Environments of Fashion Contents through Semantic Network Analysis from Social Network Service of Global SPA Brands)

  • 전여선
    • 한국의류학회지
    • /
    • 제43권3호
    • /
    • pp.427-439
    • /
    • 2019
  • This study investigated the semantic network based on the focus of the fashion image and SNS text utilized by global SPA brands on the last seven years in terms of the quantity and quality of data generated by the fast-changing fashion trends and fashion content-based media environment. The research method relocated frequency, density and repetitive key words as well as visualized algorithms using the UCINET 6.347 program and the overall classification of the text related to fashion images on social networks used by global SPA brands. The conclusions of the study are as follows. A common aspect of global SPA brands is that by looking at the basis of text extraction on SNS, exposure through image of products is considered important for sales. The following is a discriminatory aspect of global SPA brands. First, ZARA consistently exposes marketing using a variety of professions and nationalities to SNS. Second, UNIQLO's correlation exposes its collaboration promotion to SNS while steadily exposing basic items. Third, in the case of H&M, some discriminatory results were found with other brands in connectivity with each cluster category that showed remarkably independent results.

The Influence of Global Citizenship Consciousness of University Students Majoring in Business Administration on Human Rights Sensibility

  • LEE, Hyo-Young
    • 동아시아경상학회지
    • /
    • 제9권1호
    • /
    • pp.71-81
    • /
    • 2021
  • Purpose - This study verified the mediating effect of volunteer activities in the influence of global citizenship consciousness on human rights sensitivity of university students majoring in business administration. Research design, data, and methodology - The survey was conducted on 172 4-year college students in G City, Korea. SPSS 23.0 program was used to perform frequency analysis, descriptive statistics analysis, correlation analysis, reliability analysis, and multiple regression analysis. In addition, path analysis was conducted to confirm the mediating effect of volunteer activities. Result - First, the "justice domain" had a statistically significant effect on human rights sensitivity. Second, the "cognitive domain" had a positive and significant effect on volunteer participation. Third, the volunteer participation of university students majoring in business administration had a positive and significant effect on human rights sensitivity. Fourth, in the relationship between global citizenship consciousness and human rights sensibility of university students, volunteer participation had a partial mediating effect. Conclusion - The period of college enrollment is an important time to establish life goals and strategies as adults. Therefore, if the university environment is built to grow into a healthy global citizen, it will help to cultivate global competence and the "sensitivity to human rights" that is more emphasized in the era of the 4th industrial revolution.

이상치 제거와 삼각망 기반의 지역 변환을 이용한 영상 등록 (Image registration using outlier removal and triangulation-based local transformation)

  • 예철수
    • 대한원격탐사학회지
    • /
    • 제30권6호
    • /
    • pp.787-795
    • /
    • 2014
  • 본 논문에서는 정합된 특징점 가운데 과대 오차를 포함한 정합점을 제거한 후에 삼각망 기반 지역 변환(Triangulation-based Local Transformation, TLT)을 이용한 영상 등록 방법을 제안한다. 기하 평균 기반의 코너 검출기를 통해 검출된 코너점에 대해 Pearson's correlation coefficient를 이용한 코너 정합을 수행하고 임계값 이상의 유사도를 가지는 코너 가운데 좌우 일관성 검사(Left-Right Consistency, LRC)를 통과한 코너를 1차 정합쌍으로 선정한다. 1차 정합쌍 가운데 RANSAC 기반 글로벌 변환(RANSAC-based Global Transformation, RGT) 오차가 이상치 임계값보다 작은 정합쌍을 최종 정합쌍으로 결정한다. 최종 정합쌍 코너를 이용해서 기준 영상과 관측 영상에서 Delaunay Triangulated Irregular Networks(TINs)을 각각 구성한 후에 서로 대응되는 각 삼각형마다 어파인 변환을 수행하고 각 삼각형 내부의 모든 화소들을 기준 영상 좌표로 변환한다. 제안한 알고리즘을 KOMPSAT-2 영상에 적용하여 RANSAC 기반 글로벌 변환보다 우수한 영상 등록 성능을 보임을 확인하였다.

기상청 현업 모델 RDAPS와 QuikSCAT 해상풍 자료의 비교 (Comparison of KMA Operational Model RDAPS with QuikSCAT Sea Surface Wind Data)

  • 유승협;조재갑;서장원
    • 한국해안해양공학회지
    • /
    • 제19권5호
    • /
    • pp.467-475
    • /
    • 2007
  • 기상청 현업 모델 RDAPS 모델 자료와 QuikSCAT 관측결과 중 2005, 2006년 해상풍 자료를 비교하였다. 해상풍의 하계와 동계의 평균 공간 분포의 분석결과 한반도 주변의 계절적인 해상풍의 뚜렷한 특성을 잘 나타낸다. 모델과 관측의 해상풍 통계 분석 비교에서도 계절적인 차이를 잘 나타낸다. 한반도 주변의 하계 BIAS 값은 -0.5m/s이하의 분포를 보이고, 동계에는 -1 m/s이하의 분포를 보인다. 상관계수의 경우 하계에는 0.7, 동계에는 0.8 이상으로 분포한다. 공간적으로 평균된 상관계수의 경우 2005년, 2006년 모두 하계보다 동계에 더욱 상관관계가 높은 것으로 나타났다. 이것은 하계의 약한 풍속보다 동계의 강한 해상풍을 RDAPS에서 더 잘 재현하고 있는 것으로 판단된다.

전기비저항탐사결과와 터널막장 암반분류의 상관성 검토 (A study on the correlation between the result of electrical resistivity survey and the rock mass classification values determined by the tunnel face mapping)

  • 최재화;조철현;류동우;김학규;서백수
    • 한국지반공학회:학술대회논문집
    • /
    • 한국지반공학회 2003년도 봄 학술발표회 논문집
    • /
    • pp.265-272
    • /
    • 2003
  • In this study, the rock mass classification results from the face mapping and the resistivity inversion data are compared and analyzed for the reliability investigation of the determination of the rock support type based on the surface electrical survey. To get the quantitative correlation, rock engineering indices such as RCR(rock condition rating), N(Rock mass number), Q-system based on RMR(rock mass rating) are calculated. Kriging method as a post processing technique for global optimization is used to improve its resolution. The result of correlation analysis shows that the geological condition estimated from 2D electrical resistivity survey is coincident globally with the trend of rock type except for a few local areas. The correlation between the results of 3D electrical resistivity survey and the rock mass classification turns out to be very high. It can be concluded that 3D electrical resistivity survey is powerful to set up the reliable rock support type.

  • PDF

우리나라의 월강수량과 범지구적 해수면온도의 상관성 분석 (Correlation Analysis between Monthly Precipitation in Korea and Global Sea Surface Temperature)

  • 오태석;문영일
    • 대한토목학회논문집
    • /
    • 제28권2B호
    • /
    • pp.237-248
    • /
    • 2008
  • 우리나라에서 발생하는 강수량의 특성은 지협적인 원인이기 보다는 해수면 온도와 같은 기상 현상에 많은 영향을 받고 있다. 따라서 본 연구에서는 우리나라의 기상청에서 관측하는 61개 강우관측소의 월강수량과 범지구적 해수면 온도와의 상관관계를 분석하였다. 우리나라 강우량과 범지구적 해수면 온도와의 상관성 분석을 위해 군집분석과 주성분 분석을 통해 월강우량의 주요 성분을 추출하였다. 추출된 월강우량의 주요 성분과 범지구적 해수면 온도와의 상관성 분석을 통해 우리나라의 월강수량은 태평양에서 관측되는 해수면 온도와 통계적으로 유의한 상관관계를 갖는 해수면 온도 구역을 확인할 수 있었다. 또한, 월강수량의 Wavelet Transform 분석을 통해 2년과 4년 사이의 주기에서 강한 주성분을 갖는 것으로 나타났으며, 월강수량의 저빈도 특성을 확인할 수 있었다. 월강수량의 저빈도 주기 성분과 해수면 온도와의 상관성 분석에서 큰 상관성을 갖는 것으로 나타났으며, 이를 통해 해수면 온도를 이용한 강우량의 예측 가능성을 제시하였다.

Nino3.4지역 SST 및 여름강수량의 독립성분분석 (Independent Component Analysis of Nino3.4 Sea Surface Temperature and Summer Seasonal Rainfall)

  • 권현한;문영일
    • 한국수자원학회논문집
    • /
    • 제38권12호
    • /
    • pp.985-994
    • /
    • 2005
  • 수문시계열을 분석하기 위한 방법으로 낮은 차원에서 해석이 가능한 주성분분석 방법의 문제점을 검토하고 이를 보완할 수 있는 독립성분분석의 이론과 특성을 검토하였고 수문기상자료인 Nino지역의 해수면온도에 적용하여 El $\tilde{n}ino$-Southern Oscillation(ENSO) 사상과의 상관성을 평가하였다. 혼합자료를 사용하여 독립성분분석 방법의 주성분 분리 능력을 검토한 결과 독립성분분석이 기존 주성분분석에 비해 통계적으로 우수한 결과를 나타내었다. El $\tilde{n}ino$의 감시구역인 Nino+3.4지역의 $5^{\circ}{\times}5^{\circ}$(위도와 경도)의 총 20개 Global Anomaly SST 격자자료를 대상으로 분석을 실시하여 El $\tilde{n}ino$-Southern Oscillation(ENSO)사상의 발생시기와의 상관관계를 평가하였으며 한 개의 독립성분($86\%$)만으로 SST의 전체적인 거동을 표현할 수 있었으며 주요 ENSO 발생시기와 일치하는 결과를 나타내었다. 또한 국내 주요지점의 여름 강수량을 대상으로 독립성분분석을 적용한 결과 지역적인 특성을 고려하여 비교적 합리적으로 독립성분을 추출할 수 있었으며 IC-1과 IC-2에서 1970년대 이후로 여름강수량의 증가를 확인할 수 있었다.