• 제목/요약/키워드: Persistency

검색결과 132건 처리시간 0.028초

Bootstrap-Based Test for Volatility Shifts in GARCH against Long-Range Dependence

  • Wang, Yu;Park, Cheolwoo;Lee, Taewook
    • Communications for Statistical Applications and Methods
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    • 제22권5호
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    • pp.495-506
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    • 2015
  • Volatility is a variation measure in finance for returns of a financial instrument over time. GARCH models have been a popular tool to analyze volatility of financial time series data since Bollerslev (1986) and it is said that volatility is highly persistent when the sum of the estimated coefficients of the squared lagged returns and the lagged conditional variance terms in GARCH models is close to 1. Regarding persistence, numerous methods have been proposed to test if such persistency is due to volatility shifts in the market or natural fluctuation explained by stationary long-range dependence (LRD). Recently, Lee et al. (2015) proposed a residual-based cumulative sum (CUSUM) test statistic to test volatility shifts in GARCH models against LRD. We propose a bootstrap-based approach for the residual-based test and compare the sizes and powers of our bootstrap-based CUSUM test with the one in Lee et al. (2015) through simulation studies.

노인을 대상으로 한 율동 운동 프로그램 실시 효과: 낙상 위험 요인과 관련하여 (Effect of Rhythmic Exercise Program to Elderly on Risk Factors of Fall Injury)

  • 이인숙;진영란;이동욱;김윤아;백경애
    • 지역사회간호학회지
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    • 제12권3호
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    • pp.600-608
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    • 2001
  • Accidents are the fourth-leading causal factor of death among the elderly, and fall is a major type of accident (53.17%). Many cases of falls in the elderly result in delayed discovery and loss of quality of life. As the number of the elderly grows, falls will be a more important health problem. Most previous research on falls investigated prevalence. mortality, and the related factors. There are many studies proving the effect of rhythmic movements. But few researches considered linking risk factors of fall with rhythmic movements. Purpose: We want to show the changes after performing rhythmic movement program, in risk factors of falls and mobility such as flexibility, balance, muscle power and persistency in the elderly, in order to provide basic information needed for the development of fall injury prevention program for the elderly. Method: The design of this study is quasi-experimental, the equivalent control group, pretest-posttest. The subjects consist of 124 people who lived in Do-Bong-Qu. Seoul, agreed to participate in this study, and were able to follow this rhythmic movement program. About 93 % of them are from 65 to 84 years (Mean${\pm}$sd: $73.7{\pm}5.7$): 64% are female. The rhythmic movement program was designed. and performed by two community health nurses working in the Do-Bong-Gu Public Health Center, regularly twice a week from May, 4 to December, 17. in 10 senior citizens' community centers. Risk factors of fall were measured with RAFS- II (Risk Assessment for Falls Scale II) by asking about each item: mobility was measured by observing their specific movements asked by investigators. Results: 1. After performing the program during 7 months, risk factors score of falls were decreased significantly (paired-t = 4.77. p<0.01). 2. After performing the program during 7 months, flexibility (paired-t = 2.26. p=0.03) and mobility were improved (paired-t = 4.98. p<0.01). but muscle power and persistency did not change (paired-t = 0.33. p=0.74). Overall, mobility affecting the occurrence of falls was improved significantly (paired-t = 5.15. p<0.01). Conclusions: A regular rhythmic movement program can be helpful in preventing falls in the elderly. Further. we can develop a fall injury prevention program using rhythmic movement.

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Key Performance Indicators to Diagnose Poor Farm Performance and Profitability of Smallholder Dairy Farmers in Asia

  • Moran, John B.
    • Asian-Australasian Journal of Animal Sciences
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    • 제22권12호
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    • pp.1709-1717
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    • 2009
  • This review presents a series of Key Performance Indicators (KPI) to assist Asian smallholder dairy farmers in identifying the possible causes for their poor farm performance and profitability. When assessing farm profitability, these indicators can be split into two types, those diagnosing problems with feeding management and those indicating poor herd management. As home grown forage is generally cheaper to source than purchased forage, the more produced on farm, the better. Too many stock on limited land is a common feature on Asian dairy small holdings. Unlike other classes of livestock, milking cows have very high nutrient requirements, therefore high quality forages and concentrates are essential for profitable dairying. Milk income less feed cost is one of the simplest and easy to measure indicators of farm profitability and is also quick to respond to small changes in farm practices. Problems with herd management can be diagnosed using measures such as the proportion of cows actually milking in the herd or their peak yield and persistency of production. There are also simple indicators of herd reproductive performance and of health and growth of young stock that assist in searching for the underlying causes of poor farm profitability.

Corporate Governance and Capital Structure Decisions: Evidence from Chinese Listed Companies

  • VIJAYAKUMARAN, Sunitha;VIJAYAKUMARAN, Ratnam
    • The Journal of Asian Finance, Economics and Business
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    • 제6권3호
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    • pp.67-79
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    • 2019
  • This study examines the impact of corporate governance on capital structure decisions based on a large panel of Chinese listed firms. Using the system Generalized Method of Moments (GMM) estimator to control for unobserved heterogeneity, endogeneity, and persistency in capital structure decisions, we document that the ownership structure plays a significant role in determining leverage ratios. More specially, we find that managerial ownership has a positive and significant impact on firms' leverage, consistent with the incentive alignment hypothesis. We also find that managerial ownership only affects the leverage decisions of private firms in the post-2005 split share reform period. State ownership negatively influence leverage decisions implying that SOEs may face fewer restrictions in equity issuance and may receive favourable treatments when applying for seasoned equity ¿nancing, thus use less debt. Furthermore, our results show that while foreign ownership negatively influences leverage decisions, legal person shareholding positively influences firms' leverage decisions only for state controlled firms. We also find that the board structure variables (board size and the proportion of independent directors) do not influence firms' capital structure decisions. Our findings suggest that recent ownership reforms have been successful in terms of providing incentive to managers through managerial shareholdings to take risky financial choices.

Orchargrass의 식생 구조 IIV. 영년초지에서의 건물생산 (Vegetation Structure of Orchrdrrass Sward IV. Dry matter production in permanent pasture)

  • 이주삼
    • 한국초지조사료학회지
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    • 제9권2호
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    • pp.77-81
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    • 1989
  • This experiment was conducted to elucidate the changes of dry matter production in permanent pasture and its relation with relative yield of the 1st cutting, regrowth capacity, and persistance of orchardgrass sward, based on the data of preceeding The results were summarized as follows; 1. Relationship between relative yield of the 1st cutting and regrowth capacity were changed by the times of established pasture. Thus, the relative yield of the 1st cutting have negative significant correlation (P < -0.001) with regrowth capacity. 2. Regrowth capacity(RC) was positively significant correlations with the dry weight of plant (DW/pl.), number of tillers per plant (NT/pl.), plant size(PS) and distance between adjacent plants (DIS) of the 1st cutting. Also, regrowth capacity(RC) was positively correlations with the dry weight of plant (DW/pl.), number of tillers per plant (NT/pl.), stubble diameter(DIA), stubble area(SB), plant size(PS) and distance between adjacent plants(D1S) of the 2nd cutting. 3. The coefficients of regression of the 1st cutting showed a tendency to slightly decrease, on the other hand, the 2nd cutting and total yield were tended to increase by the times of established pasture. 4, Between the regrowth capacity and persistency were may deeply concerned to the changes of dry matter production in permanent pasture. 5. The process of dry matter production in permanent pasture can be shown in following diagrams.

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Reconstruction of Large Bone and Soft Tissue Defect Combined with Infection in the Lower Extremity with Free Flap Followed by Ipsilateral Vascularized Fibular Transposition

  • Chung, Duke Whan;Han, Chung Soo;Lee, Jae Hoon;Kim, Eun Yeol;Park, Kwang Hee;Kim, Dong Kyoon
    • Archives of Reconstructive Microsurgery
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    • 제22권2호
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    • pp.57-62
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    • 2013
  • Purpose: The aim of this study is to report on the results and discuss the role of free flap followed by ipsilateral vascularized fibular transposition (IVFT) for reconstruction of large bone and soft tissue defect combined with infection by open tibia fracture. Materials and Methods: During the research period, lasting from December 2002 to June 2008 (Kyung Hee University Medical Center), data were collected from three patients who underwent IVFT after free flap. We analyzed the successiveness and persistency of the infection using free flapping, bone union, and hypertrophy between transposed fibula and tibia. Results: Regarding free flap, successive results were observed in all examples. In the final follow-up results, transposed fibulas all survived, having hypertrophy similar to that of adjacent tibia. Conclusion: Reconstruction of tibia defect with free flap followed by IVTF is a useful and safe method for avoidance of the potential risk of infection for patients with a large tibial bone defect and soft tissue defect associated with infection.

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제초제 처리가 소리쟁이 ( Rumex crispus ) 우점초지의 수량 및 양분생산성에 미치는 영향 (Effect of Herbicide Treatments on the Forage Yield and Nutrient Productivity in Rumex crispus Dominated Pasture)

  • 박근제;김영진;이종경;김맹중;윤세형
    • 한국초지조사료학회지
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    • 제17권2호
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    • pp.150-156
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    • 1997
  • This study was carried out to investigate the effects of herbicide treatment on the forage yield, nutrient productivity, weed control and persistency in the Rumex crispus dominated pasture in Suwon and in Youngam kom June, 1993 to October, 1995, respectively. It was arranged as a randomized block design with five treatments : 1. reseeding at middle August, 2. dicamba 2liter /ha+reseeding at early July, 3. dicamba 24liter ha+reseeding at middle August, 4.dicamba 2lliter /ha+reseeding at early July +dicamba 14 /ha and 5.dicamba 24liter /ha +reseeding at middle August +dicamba 1liter/ha. In the Rumex crispus dominated pasture, the treatments of dicamba 2liter ha+reseeding(early July or middle August)+dicarnba 1liter/ha were controlled 77-92% of the weed, and increased 105- 141% of forage yield and were higher 88-141% of energy (TDN and NEL) productivity compared with reseeding at middle August (control), respectively. The results indicated that herbicide treatment was effective for the control of Rumex crisps and renovation of grassland, and higher forage yield could be obtained by twice applications of dicamba.

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칠면조에서 Avian Pneumovirus(APV)의 지속 감염에 대한 연구 (Persistent Infection of Avian Pneumovirus (APV) in Turkeys)

  • 신현진
    • 대한수의학회지
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    • 제41권4호
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    • pp.523-528
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    • 2001
  • 칠면조에서 avian pneumovirus(APV)의 지속감염성 여부를 조사하였다. 칠면조에 APV를 감염시킨 후 4일, 3주, 6주, 9주 후에 건강한 칠면조와 합사하였다. 감염 3주 후에 합사한 건강한 칠면조에서 10일까지 2수에서 APV 유전자를 검출할 수 있었다. 또한 감염 6주 후에 합사한 경우에서도 5일까지 RT-PCR법으로 유전자를 검출할 수 있었다. 그 이후로는 감염칠면조에서 건강한 동물로 전파되었거나 지속감염을 관찰할 수 없었다. APV는 감염 후 6주까지 지속적인 감염을 통해 건강한 동물에게 질병을 전파시킬 수 있다.

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The development of near infrared calibrations for assessing grass herbage quality

  • Sharma, Hss;Mellon, R.;Johnson, D.;Fletcher, H.
    • 한국근적외분광분석학회:학술대회논문집
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    • 한국근적외분광분석학회 2001년도 NIR-2001
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    • pp.1611-1611
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    • 2001
  • The main selection parameters used by forage grass (rye and Italian rye grass) breeders are dry-matter yield, seasonal growth, persistency, disease resistance, heading date, and heading. These characteristics can all be identified usually in the segregating F2 population, however characteristics such as soluble carbohydrate level, protein, lipid and digestibility cannot be identified. The emphasis of this work is to introduce a quantitative selection process for characterization of herbage quality e.g. protein, water-soluble carbohydrates, fiber fractions, dry matter digestibility. NIRS calibrations are currently being developed for identifying grass genotypes to assist the selection process, thereby allowing the opportunity to actively breed improved herbage quality. The changes in fibre fractions, associated components and digestibility of a number of grass clones at different growth stages are being assessed changes taking place during a growing season. This will provide a database of the major changes taking place during a growing season. Attempts to classify quality differences between genotypes will be carried out using multivariate analysis of the spectral data. I addition changes associated with maturity of grass will be considered in order to develop robust calibrations.

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산모의 산후우울 여부에 따른 영아의 기질과 건강문제 (Infants' Temperament and Health Problems according to Maternal Postpartum Depression)

  • 방경숙
    • 대한간호학회지
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    • 제41권4호
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    • pp.444-450
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    • 2011
  • Purpose: Mothers' postpartum depression is a worldwide health concern that produces compromising effects on their infants. This study was conducted to compare the infants' temperament and health problems according to the presence of maternal postpartum depression. Methods: Data were collected from May to October in 2009. The sample was 137 mothers at one month postpartum. The Edinburgh Postpartum Depression Scale (EPDS) was used to assess depressive symptoms. Results: At one month postpartum, 22.6% of mothers were classified as having postpartum depression. Infants of depressed mothers were more frequently classified as difficult temperament infants. They showed lower scores on the amenability, rhythmicity and persistency and higher scores on activity in temperament. Also, infants of depressed mothers reported more infant health problems at one months. Maternal depression showed significant negative correlations with family functioning, social support and marital satisfaction. Conclusion: Study findings show that postpartum maternal depression is associated with infants' temperament and health, and thus screening and early interventions for postpartum depression would promote the health of both the mother and infant.