• The Korean Journal of Applied Statistics
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• v.37 no.1
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• pp.39-48
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• 2024

In this paper, we introduce an extended GARCH model designed to address asymmetric leverage effects. The variance in the standard GARCH model is composed of past conditional variances and past squared residuals. However, it is not possible to model asymmetric leverage effects with squared residuals alone, so in this paper, we propose a new extended GARCH model to explain the leverage effects using the Yeo-Johnson transformation which adjusts transformation parameter to make asymmetric data more normal or symmetric. We utilize the reverse properties of Yeo-Johnson transformation to model asymmetric volatility. We investigate the characteristics of the proposed model and parameter estimation. We also explore how to derive forecasts and forecast intervals in the proposed model. We compare it with standard GARCH and other extended GARCH models that model asymmetric leverage effects through empirical data analysis.

• Korean Journal of Applied Biomechanics
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• v.13 no.1
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• pp.39-50
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• 2003

The purpose of this experiment was to find out the stages of result of specific character for Horse Vaulting Yeo motion To put the Yeo movement in process, we needed a gymnastics athlete C height of 165cm, weight of 62kg, age of 32, personal history of 21 years, and tested the athlete 5 times of motion training, and picked out the 2 best motion and analyzed it. Athletic reason is vertical motion, time uses, horizontal motion, distance, speed, and analyzed many other reasons as a result, and finally ended up with this conclusion. 1. After the take off on the board horizontal speed gradually decreased However, reverse of that, it showed that vertical speed increased. 2. While contacting the Horse Vaulting, horizontal speed decreased and vertical speed kept on increasing. Taking off Com the Horse Vaulting, horizontal, showing short time of training, 3m vertical height is shown after using Yeo motion at the peak of second fly jump. 3. While contacting the Horse Vaulting, both arms were showing the flection shape Especially this is also while contacting the Horse Vaulting, left arm was showing $90^{\circ}$ angle, and this has happened between the process of transition period of fast horizontal speed to vertical speed. 4. While contacting the Horse Vaulting, perfect blocking of the left arm must be complete for the right arm to have the perfect blocking as well.

• Korean Journal of Applied Biomechanics
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• v.28 no.2
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• pp.69-78
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• 2018

Objective: The purpose of this study was to investigate the feasibility of a new vault technique through a kinematic comparison of the YANG Hak Seon and Yeo 2 vaults. Method: The photographic images of the YANG Hak Seon and Yeo 2 vaults were collected using a high-speed camera, and their kinematic characteristics were analyzed using three-dimensional image analysis. Results: During the post-flight phase of the Yeo 2 and YANG Hak Seon vaults, the time of flight, height of flight, and flight distance were similar. At the peak of the post-flight phase, the trunk rotation angle of the YANG Hak Seon vault rotated $457^{\circ}$ more than did the Yeo 2 vault. During the post-flight descending period, the twist velocity of the trunk was much faster with the YANG Hak Seon vault ($1,278^{\circ}/s$) than with the Yeo 2 vault ($1,016^{\circ}/s$). Conclusion: To succeed in the new technique, the average twist velocity during post-flight must be maintained at $1,058^{\circ}/s$ and the twist velocity must be increased from the ascending phase.

• The Korean Journal of Applied Statistics
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• v.21 no.3
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• pp.537-546
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• 2008

One of main goals of time series analysis is to estimate prediction of future values. In this paper, we investigate the bias problem when the transformation and back- transformation approach is applied in ARMA models and introduce a modified smearing estimation to reduce the bias. An empirical study on the returns of KOSDAQ index via Yeo-Johnson transformation was executed to compare the performance of existing methods and proposed methods and showed that proposed approaches provide a bias-reduced estimation of the prediction value.

• The Korean Journal of Applied Statistics
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• v.20 no.3
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• pp.541-550
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• 2007

One of main aspects of time series analysis is to forecast future values of series based on values up to a given time. The prediction interval for future values is usually obtained under the normality assumption. When the assumption is seriously violated, a transformation of data may permit the valid use of the normal theory. We investigate the prediction problem for future values in the original scale when transformations are applied in ARMA models. In this paper, we introduce the methodology based on Yeo-Johnson transformation to solve the problem of skewed data whose modelling is relatively difficult in the analysis of time series. Simulation studies show that the coverage probabilities of proposed intervals are closer to the nominal level than those of usual intervals.

• Journal of the Korean Society of Food Culture
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• v.23 no.3
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• pp.336-347
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• 2008

The purpose of this study is to analyze the articles of food and nutrition published in the Yeo-Sung magazines from 1936 to 1940 in Korea. Out of the 67 articles about the food and the nutrition from the Yeo-Sung magazines, 28 (41.8%) of them were about the brief information of food and nutrition news, 16 (23.8%) of them were about the recipes, 6 (9.0%) were about the nutrition information, and 17 (25.4%) of them were about others. As the number of recipes mentioned from the Yeo-Sung magazine was 103, 77 items, the majority, were about the Korean foods, 18 of the Western foods, 6 of Chinese foods, and only 2 of Japanese foods. This result showed that the Japanese colonization didn't seem to influence on Korean tastes and gastronomy. During this period, the modernization caused the numerous changes to our traditional cuisine with introduction of new western menu items and concept of nutrition. The nutrition articles highly recommended eating brown rice, vegetables, tofu, and the white meat. Shin-Young Bang, one of the main authors, insisted that "Cookery is not only the skill, but also the one of the very important academic sciences." showed budding modern cookery sciences in Korea.

• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.971-979
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• 2009

In this paper, we introduce the method that reduces the bias when the transformation and back-transformation approach is applied in GARCH models. A parametric bootstrap is employed to compute the conditional expectation which is the prediction value to minimize mean square errors in the original scale. Through the analyese of returns of KOSPI and KOSDAQ, we verified that the proposed method provides a bias-reduced estimation for the prediction value.

• Journal of the Korean Society of Costume
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• v.53 no.4
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• pp.177-186
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• 2003

This study is based on the observation of clothes excavated from of YeoHung Min( 1586∼1656)'s grave, which enable to understand of woman's funeral clothes among upper class in mid 17C. Lady Min buried with her husband Jung (Clan of Dong Rae)'s grave where located in KwanAk gu, Seoul was move out another place in 1989. During excavation of the grave, 31 pieces form 5 different type of clothes and total 18 pieces form 8 different from Lady Min (Clan of YeoHung). Remarkable finding from the excavated clothes is the Nuwooli(veil) which is known to be discovered first time in Korea, and a piece of tooth, which is related with funeral custom of those day, and cotton seeds are found from chima(skirt) and Jogori(jacket). Jangot(coat) has been used for the use of over garment assuming the changes of Jogori form during mid of Josun dynasty. It is also remarkable that padded and quilted clothing is still being commonly used until mid-l7C.

• Journal of the Korean Society of Costume
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• v.51 no.6
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• pp.25-38
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• 2001

The purpose of this study is to investigate the character and costume of the long-guan clay figures that were excavated in Bu-yeo Jeong-lim Buddist temple foundation. For this, we first examine the Chinese official uniforms with long-guan, classify the types of long-guan, and then investigate the costume that is worn with long-guan. There are three types of long-guan in China, and that of the clay figures in Jeong-lim Buddist temple foundation is of type 1. Therefore, the characters of the clay figures are woman servants, and their costume is either blouse-and-trousers or blouse-and-skirt.

• Communications for Statistical Applications and Methods
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• v.16 no.6
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• pp.891-901
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• 2009

In this paper, we investigate the approach to estimate VaR under the transformed GARCH model. The time series are transformed to approximate to the underlying distribution of error terms and then the parameters and the one-sided prediction interval are estimated with the transformed data. The back-transformation is applied to compute the VaR in the original data scale. The analyses on the asset returns of KOSPI and KOSDAQ are presented to verify the accuracy of the coverage probabilities of the proposed VaR.