• Journal of the Korean Data and Information Science Society
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• 제18권3호
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• pp.697-704
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• 2007

It is common in financial time series that volatility(conditional variance) as a measure of risk exhibits asymmetry in such a manner that positive and negative values of return rates of the series tend to provide different contributions to the volatility. We are concerned with asymmetric conditional variances for Korean financial time series especially during the time span of 2000-2001. Notice that these periods suffer from 9-11 disaster in US and collapses of stock prices of dot-companies in Korea. Threshold-ARCH models are considered and a Wald test of asymmetry is suggested. News impact curves are illustrated for graphical representations of leverage effects inherent in various Korean financial time series.

• 호남수학학술지
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• 제32권1호
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• pp.61-71
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• 2010

The aim of this paper is to extend a number of transformation formulas for the four $X_4$, $X_5$, $X_7$, and $X_8$ among twenty triple hypergeometric series $X_1$ to $X_{20}$ introduced earlier by Exton. The results are derived from the generalized Kummer's theorem and Dixon's theorem obtained earlier by Lavoie et al..

• 대한수학회논문집
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• 제22권4호
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• pp.509-512
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• 2007

We aim at deriving Gauss's second summation theorem for the series $_2F_1(1/2)$ by using Euler's integral representation for $_2F_1$. It seems that this method of proof has not been tried.

• Kyungpook Mathematical Journal
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• 제57권3호
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• pp.419-431
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• 2017

In this paper, we define a new kind of formal power series rings by using Gaussian binomial coefficients and investigate some properties. More precisely, we call such a ring a Gaussian series ring and study McCoy's theorem, Hermite properties and Noetherian properties.

• 한국수학사학회지
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• 제26권2_3호
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• pp.163-176
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• 2013

본 논문은 저자의 선행 연구 결과에 따른 부가적인 연구로 '푸리에 급수의 $\mathfrak{L}^1$-수렴성'에 관한 많은 업적을 남긴 세계적인 수학자인 스타노제빅(Caslav V. Stanojevic)을 중심으로 20세기 후반부터 21세기 초까지(1973-2002) 30년간 그의 연구결과를 순차적으로 고찰하여 푸리에 급수의 $\mathfrak{L}^1$-수렴성 연구자들의 2012년까지 소 계보를 조사한다.

• Communications for Statistical Applications and Methods
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• 제22권3호
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• pp.209-222
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• 2015

Time series are used in many studies for model building and analysis. We must be very careful to understand the kind of time series data used in the analysis. In this review article, we will begin with some issues related to the use of aggregate and systematic sampling time series. Since several time series are often used in a study of the relationship of variables, we will also consider vector time series modeling and analysis. Although the basic procedures of model building between univariate time series and vector time series are the same, there are some important phenomena which are unique to vector time series. Therefore, we will also discuss some issues related to vector time models. Understanding these issues is important when we use time series data in modeling and analysis, regardless of whether it is a univariate or multivariate time series.

• 한국수학사학회지
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• 제28권6호
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• pp.321-332
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• 2015

This paper is concerned with the convergence of double trigonometric series and Fourier series. Since the beginning of the 20th century, many authors have studied on those series. Also, Ferenc $M{\acute{o}}ricz$ has studied the convergence of double trigonometric series and double Fourier series so far. We consider $L^p(T^2)$-convergence results focused on the Ferenc $M{\acute{o}}ricz^{\prime}s$ studies from the second half of the 20th century up to now. In section 2, we reintroduce some of Ferenc $M{\acute{o}}ricz^{\prime}s$ remarkable theorems. Also we investigate his several important results. In conclusion, we investigate his research trends and the simple minor genealogy from J. B. Joseph Fourier to Ferenc $M{\acute{o}}ricz$. In addition, we present the research minor lineage of his study on $L^p(T^2)$-convergence.

• 한국수학사학회지
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• 제30권6호
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• pp.353-365
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• 2017

In general, there is summability among the mathematical tools that are the criterion for the convergence of infinite series. Many authors have studied on the summability of infinite series, the summability of Fourier series and the summability factors. Especially, $H{\ddot{u}}seyin$ Bor had published his important results on these topics from the beginning of 1980 to the end of 1990. In this paper, we investigate the minor academic genealogy of teachers and pupils from Fourier to $H{\ddot{u}}seyin$ Bor in section 2. We introduce the $H{\ddot{u}}seyin$ Bor's major results of the summability for infinite series from 1983 to 1997 in section 3. In conclusion, we summarize his research characteristics and significance on the summability of infinite series. Also, we present the diagrams of $H{\ddot{u}}seyin$ Bor's minor academic genealogy from Fourier to $H{\ddot{u}}seyin$ Bor and minor research lineage on the summability of infinite series.

• 한국수학사학회지
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• 제27권1호
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• pp.81-93
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• 2014

The $L^1$-convergence of Fourier series problems through additional assumptions for Fourier coefficients were presented by W. H. Young in 1913. We say that they are the classical results. Using modified trigonometric series is the convenience method to study the $L^1$-convergence of Fourier series problems. they are called the neoclassical results. This study concerns with the $L^1$-convergence of Fourier series. We introduce the classical and neoclassical results of $L^1$-convergence sequentially. In particular, we investigate $L^1$-convergence results focused on the results of Bhatia's studies. In conclusion, we present the research minor lineage of Bhatia's studies and compare the classes of $L^1$-convergence mutually.

• 대한수학회논문집
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• 제32권4호
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• pp.865-874
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• 2017

In the theory of hypergeometric and generalized hypergeometric series, classical summation theorems have been found interesting applications in obtaining various series identities for ${\Pi}$, ${\Pi}^2$ and ${\frac{1}{\Pi}}$. The aim of this research paper is to provide twelve general formulas for ${\frac{1}{\Pi}}$. On specializing the parameters, a large number of very interesting series identities for ${\frac{1}{\Pi}}$ not previously appeared in the literature have been obtained. Also, several other results for multiples of ${\Pi}$, ${\Pi}^2$, ${\frac{1}{{\Pi}^2}}$, ${\frac{1}{{\Pi}^3}}$ and ${\frac{1}{\sqrt{\Pi}}}$ have been obtained. The results are established with the help of the extensions of classical Gauss's summation theorem available in the literature.