• 대한수학회지
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• 제36권4호
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• pp.649-662
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• 1999

A random vector =(X1,…, Xn) is conditionally weakly associated if and only if for every pair of partitions 1=(X$\pi$(k+1),…,X$\pi$(k)), 2=(X$\pi$(k+1),…,X$\pi$(n)) of P(1$\in$A│2$\in$B, $\theta$$\in$I) $\geq$P$\in$A│$\theta$$\in$I whenever A and B are open upper sets and $\pi$ is any permutation of {1,…,n}. In this note we develop some concepts of conditional positive dependence, which are weaker than conditional weak association but stronger than conditional positive orthant dependence, by requiring the above inequality to hold only for some upper sets and applying the arguments in Shaked (1982).

• The Journal of Asian Finance, Economics and Business
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• 제8권12호
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• pp.465-471
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• 2021

The study investigates the dynamic correlation of cryptocurrencies and equity in Vietnam and tests the safe-haven property of them from the perspective of the stock market in Vietnam during the pandemic crisis by applying the dynamic conditional correlation (DCC) GARCH model and regression with a dummy variable, respectively. This study employs time series data on the daily dataset from September 2014 to September 2021 with the focus on the two most popular cryptocurrencies - Bitcoin and Litecoin. The results show that the dynamic conditional correlations between cryptocurrencies and equity in Vietnam increased during the pandemic, however, in most periods, positive dynamic correlations often dominate. Besides, the regression results also indicate that Bitcoin and Litecoin act as weak safe-haven investments for stocks in Vietnam during the COVID-19 turmoil. They are more suitable for diversification purposes although the dynamic correlations between them and the stock index in Vietnam vary stronger during the pandemic crisis than before. The findings of this study suggest that in the period of pandemic crisis, cryptocurrencies are not concerned as effective safe-haven assets for stock in Vietnam. Instead, cryptocurrencies are only playing a potential role in diversification benefit in this economy.

• 한국터널지하공간학회 논문집
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• 제8권3호
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• pp.219-225
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• 2006

터널시공에 있어서 굴진장은 기술적인 면뿐만이 아니라 경제적인 면에서도 큰 영향을 끼치지만 현재까지 굴진장 결정을 위한 일관된 절차는 연구되지 않았다. 본 연구에서는 수치해석을 통해 굴진장이 연암터널의 거동형태에 끼치는 영향을 알아보았다. 터널 막장과 무지보구간의 거동형태를 막장안전률과 설계차트를 이용해 정량적으로 판단할 수 있도록 하였으며, 설계단계에서의 최적 굴진장을 사이클타임과 공사비 등의 시공자료를 이용해 분석하였다. 비록 본 연구결과가 몇몇 적용한계를 가지고 있지만 설계단계에서 터널 굴착을 최적화하기 위한 정보를 제공할 수 있다.

• 통상정보연구
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• 제7권3호
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• pp.269-286
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• 2005

The exchange rate volatility has been increased since the time when the floating exchange rate system was introduced in Korea. As a result, the increase of the exchange rate volatility raised the risk in international trades in Korea. The purpose of this study in to study the feature of exchange rate volatility and the main sources of its increase and to confirm whether the exchange rate volatility influence export volume and price of Korea. In the first place, I measured exchange rate volatility with two methods. The one is descriptive statistic method such as the width of daily exchange rate fluctuation and the rate of exchange rate devaluation. The other is the time varying conditional variance of exchange rate. Then, I studied the sources of exchange rate volatility. In the second place, I defined the exchange rate volatility as the time varying conditional variance and estimated it by using elastic a approach model which shows exchange rate is affected by itself and its conditional variance, I estimated its effects on export volumes and prices of electric home appliances, information & communication equal and semi-conductor. The result of this study is as follows. With presumed result EU and Korea because is not the goods which is to substantial competition relationship, The effect where the relative value change of presumed result expression anger and the dollar of import and export function goes mad to the import and export of Korea the income compared to is to export and it is appearing a lot. The EU goods is sold more expensively the Korean goods than from about length being caused by American market of the dollar and the balance of trade of Korea is visible like being visible the improvement of single breadth. Because the relationship of competition is weak but substantially there is to a short term and expression - the effect where the dollar rate fluctuation is big in Korean trade there is a possibility of saying that widely known it is not.

• 논리연구
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• 제17권1호
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• pp.109-136
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• 2014

모든 (의미론적) 반실재론자들은 모종의 검증원칙을 받아들인다. 그 원칙에는 반직관적인 강한 검증원칙과 상대적으로 그럴 듯한 약한 검증원칙의 두 가지 형태가 있다. 당연히 반실재론자들은 약한 검증원칙을 선호해왔는데, 이른바 지식가능성 역설은 사실 그 두 가지 형태의 검증원칙들이 동치라는 사실을 보여준다. 이 문제를 해결하기 위해서 에징튼은 새로운 형태의 검증원칙을 제시하지만, 그녀의 검증원칙 역시 그 나름의 문제점을 안고 있다. 이 난점을 극복하기 위해, 에징튼은 반사실적 조건명제를 이용한 지식모형을 제공한 바 있다. 이 논문에서는 이 지식모형이 심각한 문제점을 안고 있다고 논할 것이다. 익히 알다시피, 비결정론적인 미시적 현상의 세계에서는 극히 낮은 물리적 확률에도 불구하고 간신히 일어나는데 성공하는 사실들이 존재한다. 필자는 이런 사실들과 연관된 반사실적 조건명제는 인식적 논파자의 존재로 말미암아 알려질 수 없으며, 따라서 에징튼의 지식모형은 많은 경우 작동하지 않는다고 논할 것이다.

• The Journal of Asian Finance, Economics and Business
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• 제3권3호
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• pp.79-91
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• 2016

This paper is the first of its kind using a non-linear approach based on cross-correlation function (CCF) to investigate the information arrival hypothesis in crude palm oil (CPO) futures market. Based on daily data from 1986 to 2010, our empirical results reveal that: First, the volume of volatility is not a proxy of information flow. Second, dependence causality running from current return to future volume in conditional variance exhibit an asymmetric pattern of time span with different signs of correlation between price and volume series. This finding indicates the presence of noise traders' hypothesis of price-volume interaction in CPO futures market. Both findings suggest that this futures market is weak-form inefficiency. In terms of investors' behavior, they tend to change their expectations on current return based on errors made in previous trade in generating abnormal volume in the subsequent period. As implied, it is advisable for the investors devise their future trading strategies according to time span and changes of return.

• Asian Pacific Journal of Cancer Prevention
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• 제16권3호
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• pp.1145-1150
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• 2015

Associations of GSTT1, GSTM1 and CYP1A1 gene variants with risk of developing oral cancer were evaluated in this study. A case-control study was conducted in Pashtun population of Khyber Pakhtunkhwa province of Pakistan in which 200 hospital based oral cancer cases and 151 population based healthy controls exposed to similar environmental conditions were included. Sociodemographic data were obtained and blood samples were collected with informed consent for analysis. GSTM1 and GSTT1 were analysed through conventional PCR method while specific RT-PCR method was used to detect CYP1A1 polymorphisms. Results were analyzed for conditional logistic regression model by SPSS version 20. The study shows that patients with either GSTM1 or GSTT1 null genotypes have significantly higher risk of oral cancer (adjusted odds (OR): (3.019 (1.861-4.898) and 3.011(1.865-4.862), respectively), which further increased when either one or both null genes were present in combination (adjusted odds (OR): (3.627 (1.981-6.642 and 9.261 (4.495-19.079), respectively). CYP1A1 rs4646903 gene variants individually showed weak association OR: 1.121 (0.717-1.752); however, in the presence of GSTM1 and/or GSTT1 null genotypes further increasing the association (adjusted odds (ORs): 4.576 (2.038-10.273), 5.593 (2.530-12.362) and 16.10 (3.854-67.260 for GSTM/GSTT null and CYP1A1 wild type, GSTM/GSTT either null and CYP1A1 variant alleles, and all 3 gene polymorphisms combinations, respectively). Our findings suggest that presence of GSTM1 and/or GSTT1 null genotypes along with variant alleles of CYP1A1 may be the risk alleles for oral cancer susceptibility in Pashtun population.