• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.507-518
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• 2017

Volatility plays a crucial role in theory and applications of asset pricing, optimal portfolio allocation, and risk management. This paper proposes a combined model of autoregressive moving average (ARFIMA), generalized autoregressive conditional heteroscedasticity (GRACH), and skewed-t error distribution to accommodate important features of volatility data; long memory, heteroscedasticity, and asymmetric error distribution. A fully Bayesian approach is proposed to estimate the parameters of the model simultaneously, which yields parameter estimates satisfying necessary constraints in the model. The approach can be easily implemented using a free and user-friendly software JAGS to generate Markov chain Monte Carlo samples from the joint posterior distribution of the parameters. The method is illustrated by using a daily volatility index from Chicago Board Options Exchange (CBOE). JAGS codes for model specification is provided in the Appendix.

• Journal of Community Nutrition
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• v.5 no.3
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• pp.151-159
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• 2003

The purpose of this study was to investigate the difference in dietary attitudes, dietary behaviors and health-related lifestyles among Korean college students (392 males, 808 females) participating in a web class of nutrition education. This cross-sectional survey was conducted by a self-administered questionnaire and data was analyzed by SPSS program. Most female subjects with weight-control attempt had eating habit problems such as overeating and food jags. The female subjects with weight-control attempt showed significantly higher rate of skipping dinner compared to those without weight-control attempt. As for frequency of exercise, the subjects with weight-control attempt exercised more frequently compared to those without weight-control attempt. In subjects, weight-control attempt was significantly associated with exercise. Nutrient adequacy ratio and mean adequacy ratio of the subjects with weight-control attempt were significantly lower compared to those without weight-control attempt. These results suggest that skipping dinner or exercise might be used as weight-control methods in Korean college female students participating in a nutrition education class via the internet.

• Journal of Ginseng Research
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• v.1 no.1
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• pp.59-78
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• 1976

In order to investigate the influences of Panax ginseng (white ginseng and red ginseng) on the anesthetic effect and toxic effect of alcohol, experimental studies .had been carried out with albino rabbits, mongolian dogs and mice. The anesthetic effect of alcohol was observed by measuring the induction time, .anesthetic time, recovery time and duration from the beginning of induction to , the recovery of anesthesia (total time), respectively. and toxic effect ($LD_{50}$) of alcohol was measured. In addition to these experiments, al cohol concentration in .blood, blood sugar level, serum transaminase (GOT and GPT) activities and serum alkaline phosphatase activity were measured. Also in order to study the clinical effect of alcohol in healthy students, code .substitution, response time and muscle coordination were tested. The results were obtained as follows. 1. In the rabbits and mongolian Jags, the induction time of anesthesia by the administration of alcohol was delayed by the pretreatment of ginseng but recovery time and total time of anestksia were markedly shortend. 2. The bleed alcohol concentration was decreased by the pretreatment of ginseng , but not affected in mongolian dogs. 3. The blood sugar level, serum transaminase (GOT and GPT) activities and alkaline phoshatase activity in rabbits and dogs induced by the administration of alcohol were affected by the Pretreatment of ginseng. Because those were included within normal ranges, the differnces have no remarkable significance. 4. Liver alcohol dehydrogenase activity of rabbit was increased by the treatment of ginseng, especially it was markedly increased by the treatment of red ginseng 5. The average lethal dose of alcohol to mice was increased by the pretreatment. of ginseng, especially it was markedly increased by the pretreatment of red .ginseng. 6. In the clinical experiments, the blood alcohol concentration induced by alcohol administration was not affected by the pretreatment of ginseng whereas the bleed sugar level was increased. Blood alcohol concentration and bleed sugar level were measured after three hours alcohol administration. 7. The response time of healthy students administered with alcohol was markedly shortened by the pretreatment of ginseng but the experiments on the code substitution and muscle coordination were not affected.