• Title/Summary/Keyword: ARCH모형

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우리나라 주식수익률(株式收益率)의 변동성(變動性)과 정보비대칭(情報非對稱)에 관한 실증적(實證的) 연구(硏究) - ARCH형태(形態)의 모형(模型)을 중심(中心)으로 -

  • Lee, Yun-Seon
    • The Korean Journal of Financial Studies
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    • v.3 no.2
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    • pp.157-185
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    • 1996
  • 본 연구는 한국증권시장에서 변동성의 정보비대칭효과를 조건부 이분산모형을 이용하여 검증하고자 하였다. 검증방법으로는 Engle과 Ng (1993)의 연구에 기초하여 정보반응곡선(News impact curve)으로 분석하였다. 분석자료로 1980년 부터 1995년 까지의 한국종합주가지수, 일별 초과수익률자료를 사용하였다. 정보반응곡선에 이용한 모형은 GARCH 모형, EGARCH 모형, TGARCH 모형, AGARCH 모형등 4개의 조건부 이분산 모형이다. 무조건 분산을 이용한 정보 반응곡선의 함수형태로 보면, 분산의 정보반응에 있어서 GARCH 모형은 대칭적으로 반응하며 나머지 조건부 이분산 모형인 EGARCH 모형, TGARCH 모형, 그리고 AGARCH 모형은 비대칭적으로 반응하는 모형임을 알 수 있었다. 실증분석결과 정보반응곡선을 통하여 악재(bad news)정보에 따라 예측하지 못한 주식수익률의 하락이 호재(good news)에 따른 예측하지 못한 주식수익률의 상승보다 더 큰 변동성을 발견할 수 있었다. 그러나 비대칭성의 크기는 그다지 큰 것으로 보이지 않았다. 모형적합성 검정에서도 4개의 조건부 이분산 모형은 모두 적합한 것으로 보인다. 그중에서도 EGARCH 모형과 TGARCH 모형이 상대적으로 주가예측력이 뛰어나 보인다. 그러나 변동성의 정보 비대칭반응을 통계적으로 유의적인 것으로 확인한 모형은 TGARCH모형 뿐이었다.

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Change in arch width in extraction vs nonextraction treatment (발치 및 비발치 치료 전후 악궁 폭경의 변화)

  • Jeon, Ji-Yun;Kim, Su-Jung;Kang, Seung-Goo;Park, Young-Guk
    • The korean journal of orthodontics
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    • v.37 no.1 s.120
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    • pp.65-72
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    • 2007
  • Objective: This study was performed to investigate the influences of extraction and nonextraction treatment on smile esthetics by measuring dental arch width changes. Methods: Pretreatment and posttreatment study models of 30 first premolar extraction cases and 30 nonextraction cases were randomly selected to determine whether extraction treatment results in narrow dental arches, and a consequent unaesthetic smile. Arch widths were measured from the cusp tips of the canines and the first molars. Posterior arch widths were also measured at a constant arch depth derived by averaging randomly chosen nonextraction models. Results: The intercanine widths increased significantly in the extraction sample, whereas the intermolar widths decreased significantly. The arch width at a standardized arch depth was significantly wider in the extraction subjects. Conclusion: These results elucidate that constriction in arch width is not a materialized consequence of extraction treatment. It leads to postulate that an esthetically compromising effect from narrow dental arches on smile is hardly anticipated with extraction treatment.

CAUSATIVE FACTORS AND PREDICTABILITY OF ARCH LENGTH DISCREPANCY (치열궁 길이 부조화의 기여요인과 예측도에 관한 연구)

  • Jung, Min-Ho;Yang, Won-Sik
    • The korean journal of orthodontics
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    • v.27 no.3 s.62
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    • pp.457-471
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    • 1997
  • The Purpose of this study was to estimate relative importance among the causative factors o( arch length discrepancy(ALD) and Possibility of prediction of the ALD in the mixed dentition. The sample consisted of the casts of the 142 young adults who had no abnormal muscle function, no skeletal abnormalities and Class I molar relationship. We classified the sample by gender and the extent of ALD, and measured mesiodistal diameters of each tooth and the dimensions of the dental arch. The computerized statistical analyses was carried out with SPSS win program. The results were as follows ; 1. Most of the variables of spacing group and some variables of dental arch dimension of crowding group were significantly different between genders. But in normal group, there were few differences. 2. In male crowding and female spacing group, mainly measurements of tooth dimension were significantly different from those of normal group. 3. In male spacing and female crowding group, measurements of dental arch dimension were significantly different from those of normal group. 4. The measurements of dimension of dental arch were highly correlated with ALD in correlation analysis and factor analysis. 5. Prediction equations for adult's ALDs by means of what can be measured in the mixed dentition(mesiodistal dimensions of incisors and first molar, intermolar width and arch length) showed R square from $63\%$ to $80\%$.

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Size and forms of the mandibular dental arch in Korean malocclusion patients (한국인 부정교합자의 하악 치열궁의 크기와 형태)

  • Lee, Sung-Jun;Baek, Seung-Hak;Kim, Sang-Cheol;Kook, Yoon-An
    • The korean journal of orthodontics
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    • v.35 no.1 s.108
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    • pp.15-22
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    • 2005
  • The Purpose of this study was to clarity morphological differences among mandibular dental arch forms in Korean malocclusion patients. The sample in this study consisted of 114 Class I. 119 Class II, and 135 Class III malocclusion cases. The most facial portions of 13 proximal contact areas were digitized from photocopied images of the mandibular dental arches. Clinical bracket points were calculated for each tooth based on the data on the mandibular tooth thickness. Four linear and two proportional measurements were undertaken The dental arches were classified into square. ovoid, and tapered forms to compare the frequency distributions. Our results suggested that there was no single arch form specific to any particular Angle classification or sex. It appeared to be the frequency of a particular arch form that varies among the Angle classifications. In comparison of arch measurements between male and female. there was no statistical difference except in the intermolar width. In comparison of arch size measurements among the different Angle classifications, there were statistically significant differences between Class I and Class III malocclusion groups and between Class II and Class III malocclusion groups. In comparison oi frequency distribution of arch forms in Class I and III malocclusion groups, the square form demonstrated the highest distribution followed by the ovoid and tapered forms in that order. In the Class II malocclusion group, the square form showed the highest distribution. followed by the tapered and ovoid forms in that order There was no statistical difference in the frequency distribution of arch forms between male and female groups.

Comparison of arch forms between Korean and Japanese in Class I, II, and III malocclusion (한국인과 일본인 부정교합자의 하악 치열궁 헝태 비교)

  • Lee, Chae-Hyung;Mo, Sung-Seo;Kang, Yoon-Goo;Nojima, Kunihiko;Kim, Young-Ho;Kook, Yoon-Ah
    • The korean journal of orthodontics
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    • v.37 no.5
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    • pp.364-375
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    • 2007
  • The purpose of this study was to compare arch dimensions and frequency distribution of arch forms between Korean and Japanese Class I, II, and III malocclusion groups. Methods: The sample consisted of 368 Korean cases (114 Class I, 119 Class II, and 135 Class III malocclusion) and 160 Japanese cases (60 Class I, 50 Class II, and 50 Class III malocclusion). The most facial portion of 13 proximal contact areas was digitized from photocopied images of the mandibular dental arches. Clinical bracket slot points were calculated for each tooth based on mandibular tooth thickness data. Four linear and two proportional measurements were taken. Measurements are statistically analyzed in each malocclusion group. The dental arches were classified into square, ovoid, and tapered forms to determine and compare the frequency distributions between the two ethnic groups. Results: The findings of this study showed that Japanese females in Class I and II groups had a statistically significant narrower mandibular dental arch width compared with the Japanese males, Korean males and Korean females. But in the Class III group, there was no significant difference in the mandibular dental arch size according to the two ethnic groups and genders. Conclusions: The majority of Koreans and Japanese in all the malocclusion groups exhibited square and ovoid arch forms. The most frequent arch forms found in Koreans was square but ovoid for Japanese.

Mandibular Clinical Arch Forms in Koreans with Normal Occlusions (한국인 정상교합자의 하악 치열궁 형태)

  • Yun, Young-Kuk;Kook, Yoon-Ah;Kim, Seong-Hoon;Mo, Sung-Seo;Cha, Kyung-Suk;Kim, Jong-Ghee;Tae, Ki-Chul
    • The korean journal of orthodontics
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    • v.34 no.6 s.107
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    • pp.481-487
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    • 2004
  • The purpose of this study was to clarify morphologic characteristics between mandibular clinical arch forms in Koreans with normal occlusions. The study included data from 102 Koreans. The most facial portion of 13 proximal contact areas was digitized from photocopied images of the mandibular dental arches. Clinical bracket points were calculated for each tooth based on mandibular tooth thickness data. Four linear and two proportional measurements were taken. The dental arches were classified into ovoid, square and tapered forms. The frequency distributions of the three mandibular arch form classifications were determined and compared between male and female subjects. No significant differences in arch form size were found between the sexes. However, there were a few differences in molar width. It was useful to classify mandibular clinical arch forms present in normal occlusion samples into ovoid, square and tapered categories. The frequency of the ovoid form was the highest, and that of the square form was the second highest. The tapered arch form was found in less than 10 percent of subjects. No significant differences in their frequency distributions and dimensions were shown between males and females.

A Study on Simplified Analysis and Estimation Method for Evaluation of Structural Safety in Modular Underground Arch Structure (모듈러 지중아치 구조 안전성 검토를 위한 간략 해석 및 평가방법에 관한 연구)

  • Kwon, Tae-Yun;Cho, Kwang-Il;Lee, Wong-Hong;Ahn, Jin-Hee
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.26 no.3
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    • pp.55-63
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    • 2022
  • A modular underground arch structure using steel and concrete has been proposed as a structure that has a simple construction process and can effectively resist cross-sectional forces generated during construction and use. Structural behavior of modular underground arch was evaluated about span length less than 15m through 3D structural analysis and test. In general, 2D and 3D structural analysis methods may be applied for structural analysis such as underground arch and tunnels. However, if a 2D or 3D structural analysis method is applied to evaluate the structural safety of a modular underground arch structure, it is difficult to model for structural analysis and it may take an excessively long time to interpret. Therefore, it may not be reasonable as a structural analysis method for considering the structural safety and earth pressure in the design process of a modular underground arch structure. In addition, when a modular underground arch structure is configured for span lengths to which the predetermined cross-section is applicable, it may be reasonable to evaluate only the safety of the structure and cross-section according to the cross-section and load conditions. Therefore, in this study, a structural analysis model using frame elements was proposed for efficient structural safety evaluation. In addition, structural analysis results of the 2D structural analysis model and the simplified analysis model using frame elements were compared, and the structural safety of the modular underground arch structure for a span length of 20m was evaluated with a simplified analysis method.

Structural Performance Analysis of New Type CFTA Girder Bridge (신형식 CFTA 거더 교량의 구조성능평가)

  • Lee, Ji-O;Jeong, Min-Chul;Park, Kyung-Hoon;Kong, Jung-Sik
    • Journal of the Korean Society of Hazard Mitigation
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    • v.11 no.1
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    • pp.15-22
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    • 2011
  • In this research, static load test is performed to verify the arch effect and structural performance of CFTA(Concrete-Filled and Tied steel tubular Arch) girder, and FE(Finite Element) analysis is performed to investigate validity of the test result. CFTA girder is designed to maximize the benefit of each material, such as steel plate, filled concrete and PS tendon. Static load test is performed based on the frame-analysis result of 12m sample miniature model. The result of static load test is that structural performance and safety of CFTA girder are confirmed and there is different deflection mode with other structural form result from arch effect. FE analysis with ABAQUS is also performed to show the validity of the truck collision safety and static load test.

A Study on the Volatilities of Inbound Tourists Arrivals using the Multivariate BEKK model (다변량 BEKK모형을 이용한 방한 외래 관광객의 변동성에 대한 연구)

  • Kim, Kyung-Soo;Lee, Kyung-Hee
    • Management & Information Systems Review
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    • v.32 no.3
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    • pp.1-23
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    • 2013
  • In this study, we try to investigate the spillover effects of volatility in international tourists arrivals between Korea and US, Japan, China by using the multivariate BEKK model from January 2005 to January 2013. In the results of this study, after the global financial crisis, we found a cointegration relationship and tourist arrivals of Japan were adjusted to recovery in the short term. Also tourists arrivals from China and Japan showed the long-term elasticity. In the conditional mean equation of a BEKK model, there were the spillover effects. And in the conditional variance equation, ARCH(${\epsilon}^2_t$) coefficients showed a strong influence on the arrivals of their own and the spillover effects and the asymmetric effects on the volatility of China and Japan arrivals. In GARCH(${\sigma}^2_t$) coefficients showed the asymmetric effects and the spillover effects of the conditional volatility among source arrivals. Therefore, we examined the asymmetric reaction of one-way or two-way tourist arrivals between source countries and Korea and the spillover effects related to tourists arrivals of source countries to Korea. We has confirmed a causal relationship between some of the tourists arrivals from source countries to korea.

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Accuracy of conventional and digital mounting of dental models: A literature review (치과용 모형의 모형 부착 과정에서 발생하는 오차에 대한 문헌 고찰)

  • Kim, Cheolmin;Ji, Woon;Chang, Jaeseung;Kim, Sunjai
    • The Journal of Korean Academy of Prosthodontics
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    • v.59 no.1
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    • pp.146-152
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    • 2021
  • Accurate transfer of the maxillo-mandibular relationship to an articulator (i.e., mounting) is critical in prosthetic treatment procedures. In the current study, a PubMed search was performed to review the influencing factors for the maxillo-mandibular relationship's accuracy. The search included digital mounting as well as conventional gypsum cast mounting. The results showed that a greater amount of displacement was introduced during positioning the maxillary and mandibular models to interocclusal records rather than the dimensional change of registration material. Most intraoral scanners resulted in an accurate reproduction of the maxillo-mandibular relationship for posterior quadrant scanning; however, the accuracy was declined as the scan area increased to a complete arch scan. The digital mounting accuracy was also influenced by the image processing algorithms and software versions, especially for complete arch scans.