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      • KCI등재

        금리수준의 변화와 금리변동성이 산업별 주가수익분포에 미치는 효과

        정상국 한국금융학회 2003 金融學會誌 Vol.8 No.2

        본 논문의 목적은 금리수준의 변화와 금리변동성이 산업별 주가수익분포에 미치는 효과를 분석하기 위해서 평균방정식에 금리를 일차차분한 형태의 변수와 일반자기회귀조건부분산모형을 동시에 적용하고 있다. 이 모형은 한국의 주가수익을 적절하게 모형화하는데 있어서 선형성, 독립성, 그리고 일정한 조건부 분산의 제한적인 가정을 완화하고 있다. 위험과 수익간의 기간간 관계는 각 산업에서 모두 다르게 나타나고 있고, 어느 경우이든 통계적으로 유의적인 결과를 발견할 수 없었다. ARCH와 GARCH 효과는 매우 유의적인 결과를 얻고 있고, 충격에 대한 지속성의 정도는 산업에 따라 크게 차이가 나지는 않지만 제조업의 경우가 다른 산업에 비해서 관련되는 시장에서의 충격을 가장 잘 흡수하는 것으로 나타났다. 위험프리미엄에 대한 금리변화의 효과는 사용하는 금리에 따라 결과가 다르게 나타나고 있다. 콜금리의 경우에는 각 산업에 따라서 부호가 다르게 나타나고 있지만 모두 통계적으로 유의적인 결과를 얻지 못하였다. 그러나 회사채 금리의 경우에는 모든 산업에서 음(-)의 부호를 가지고 통계적으로 유의적인 결과를 얻고 있다. 이러한 결과는 콜금리에 대해서는 모든 산업에서 중요한 금리위험에 표출되어 있다고 볼 수 있다. 금리변동성이 각 산업의 조건부 분산에 미치는 효과는 콜금리의 경우 산업에 따라서 부호가 다르게 나타나고 있고, 회사채 금리의 경우에는 모든 산업에서 양(+)의 부호를 갖는 것으로 나타났다. 그러나 회사채 금리의 경우 제조업을 제외하고는 모든 산업에서 유의적이지 못한 결과로 나타났다. 이것이 의미하는 바는 금리변동서의 증가에 반응하여 제조업 주가지수를 구성하고 있는 개별 기업은 금리위험에 대해서 방어능력이 없다는 것을 말한다. The objective of this paper is to employ the generalized autoregressive conditionally heteroskedastic in the mean (GARCH-M) methodology for characterizing the effect of interest rate and its volatility on stock returns generation process. This framework discards the restrictive assumptions of linearity, independence, and constant conditional variance in modeling Korean stock returns by industry. ARCH and GARCH effects are found to be significant but volatility feed-back effects are very weak. Interest rate and interest rate volatility are found to directly impact the first but not the second moments of the stock returns distribution, respectively. The latter also does not affect the risk premium indirectly.

      • 확장된 BAN 논리

        김상진,오희국 漢陽大學校 工學技術硏究所 1997 工學技術論文集 Vol.6 No.1

        본 논문에서는 암호화 프로토콜을 검증하기 위한 새로운 논리를 제시한다. 제시된 논리는 Burrow, Abadi, 그리고 Needham이 개발한 BAN 논리라고 알려진 논리의 확장이다. 이 논리는 기존 BAN 논리의 모든 장점들을 수용하면서 암호화 프로토콜에서 사용되는 메시지의 무결성과 비밀성을 보다 정확하게 검증할 수 있도록 확장한 논리이다. 본 논리에서는 메시지의 무결성을 검증하기 위해서 사용자(principal)의 믿음을 두 단계로 나누어 분리해서 고려하였다. 첫 번째 단계는 메시지의 무결성을 제외한 메시지의 용도에 대한 믿음만을 나타내며, 두 번째 단계는 메시지의 용도뿐만 아니라 메시지의 무결성에 대한 믿음까지 포함한다. 이 논리는 메시지의 비밀성을 검증하기 위해 비밀스럽게 수신된 메시지와 그렇지 못한 메시지를 구별하여 처리한다. This paper presents a new logic for verifying cryptographic protocols. This logic is an extension to the logic developed by Burrows, Abadi, and Needham known as the BAN logic. In addition to all the features of BAN logic, the newly extended logic explicitly deals with message integrity and security aspect of the protocol. In order to verify the integrity of the message, we divided a principal's belief into two levels. The first level is a belief on the purpose of message without the belief of the message integrity. The second level is a belief about the purpose as well as the integrity of the message. This logic also differentiates secretly received messages from those that are not. This gives a way to deal with security aspect of the protocol.

      • KCI등재후보

        직업적 디메틸아세트아미드(Dimethylacetamide) 노출에 의해 집단적으로 발생한 독성간염

        최태성,우극현,김진석,박완섭,함정오,정상재,유재영 대한산업의학회 2001 대한직업환경의학회지 Vol.13 No.2

        목적 : DMAC에 노출된 후 집단적으로 발생한 독성 간염 7례보고. 방법 : 2000년 2월 신설된 스판덱스 섬유제조 공장에 근무하는 생산직 근로자 178명중 2000년 2월 부터 8월까지 7명이 간장질환이 발생하였다. 환례들의 나이는 23∼47세였고, 남자 5명, 여자 2명이었다. 이들에 대해 혈액검사, 간 초음파 검사 등의 임상검사와 작업장 조사를 실시하였다. 결과 : 근무 부서는 중합 1명, 방사 1명, 권취 4명, 그리고 포장 1명이며 평균근무기간은 10주였다. 주 호소 증상은 심한 피로감, 어지럼증 및 황달이었고, 검사실 소견상 독성간염의 소견을 보였다. A, B 및 C형 간염 표지자 검사는 모두 음성이었고, 간초음파 소견상 특이 소견이 없었다. 문진 상 알코올 성 간염을 일으킬 정도의 음주력이나 최근 약물 복용력을 가지고 있는 환례는 없었다. 입원 후 보존적인 치료로 모두 급속히 호전되었다. 초기에 발생했던 환례에서 퇴원후 DMAC에 재 노출되어 독성 간염이 재발되었다. 이후 모든 환례들은 퇴원 후 DMAC 비노출 부서로 전환하였고, 퇴원후 지속적인 추적검사에서 간 효소 수치가 완전히 정상화되었고, 정상화되는 기간은 1∼2개월 정도 소요되었다. 결론 : 환례들의 임상증상, 검사결파, 노출력 및 과거력상 DMAC에 의한 독성간염으로 추정된다. Dimethylacetamide is widely used in the production of plasics, resins, synthetic fibers, and gums and in purification and crystallization processes. Inhalation of the vapor or skin absorption of the liquid of dimethylacetamide (DMAC) can cause liver damage. Toxic hepatitis possibly attributable to DMAC exposure occurred in seven works among 178 employees who had worked on a new spandex-fiber production line. A large amount of DMAC is used as a spinning solvent for synthetic fibers in the factory. The patients were aged 23-47 years old and composed of five males and two females. They were involved in the process of polymerization(1 patient), spinning(1), take-up(4) and packaging(1). The mean duration of exposure was 10 weeks. They experienced fatigue, dizziness and jaundice. The patients showed elavated total bilirubln, alanlne aminotransferase (ALT), and aspartate aminotransferase (AST) levels. The serologic test for viral hepatitis A, B and C were negative, as were the abdominal ultrasonographic scans. Based on the presumptive diagnosis of DMAC-induced toxic hepatitis, they were removed from the workplaces. One or two months after removal from the work, the transaminase levels returned to normal. The patients had no history of significant alcohol use, blood transfusion, recent medication, and drug abuse. As a result, authors could not find any attributable cause of toxic hepatitis but the toxicity by DMAC exposure.

      • KCI등재후보

        중추신경계질환에서 병소부위에 다른 요류역학적 관찰

        이동국,이상도,유영수,박영춘,임정근,이 형 啓明大學校 醫科大學 1993 계명의대학술지 Vol.12 No.2

        This study was undertaken to evaluate the correlation between urodynamic findings and localization of CNS lesions in patient with voiding disturbance. The patient group consisted of 48 patients (35 male and 13 female) with various localization of CNS lesions confirmed by CT or MRI among which were 9 cerebral cortex, 8 putamen and internal capsule, 6 thalamus and internal capsule, 7 brain stem and 18 spinal core. m and 18 spinal core. Nineteen of the 42 patients with various CNS lesions above sacral crod showed detrusor hyperreflexia. Six of the 7 patients who had suprasacral cord lesion and detrusor hyperreflexia showed detrusor sphincter dyssynergia. In 6 patients with sacral cord lesions, 5 patients showed detrusor areflexa. In summary, detrusor sphincter dyssynergia with detrusor hyperreflexia and detrusor areflexia seemed to be specific urodynamcic pattern of suprasacral spinal cord and sacral cord lesion, respectively. But other CNS lesion showed no consistent specific urodynamic pattern.

      • KCI등재후보

        소음 노출 남성 근로자의 고음영역 청력손실과 관련 요인

        정상재,우극현,박완섭,유재영,최태성,김상우,김진석 대한산업의학회 2000 대한직업환경의학회지 Vol.12 No.2

        Objectives : The purpose of the study was to assess the risk factors assumed to be related to the high frequency hearing loss in the noise-exposed male workers. Methods : 712 occupationally noise-exposed male workers were included in this cross sectional study. The subjects filled out a questionnaire on the history of noise exposure, hearing protection, otologic diseases, tobacco smoking, and were tested on height, weight, hematocrit, serum total cholesterol level, fasting plasma glucose level and arterial blood pressure level. Pure tone audiometry and otoscopy were conducted and the subjects were allocated into two groups according to whether they had 4000 Hz hearing loss or not. Results : The multiple logistic regression analysis showed that military noise exposure, poor wearing status of the hearing protection devices, increased age, long noise exposure duration, mean arterial pressure less than 80mmHg, high fasting plasma sugar are the factors significantly related to high frequency hearing loss (P〈0.05). On the contrary, there was no significant relationship between noise intensity, body mass index, serum total cholesterol level, smelling and high frequency hearing loss. Low hematocrit was shown to be a significant factor with a p-value less than 0.1. Conclusions : High frequency hearing loss in the noise-exposed male workers is related to military noise exposure, use of hearing protection devices, age, noise exposure length, fasting glucose level and mean arterial pressure, in this order. Appropriate use of the hearing protection devices has a great impact on the prevention of the noise-induced hearing loss.

      • 남성 근로자의 건강관련 행태와 건강수준과의 관련성

        함정오,김화성,이성수,우극현,안규동,이병국 순천향대학교 산업의학연구소 2001 순천향산업의학 Vol.7 No.1

        This study was conducted to evaluate the health related behaviors associated with blood pressure, results of liver function and renal function, and anemia indices. Study subjects were 499 male workers who visited to General Health Screening Center of A hospital located in Chonan. Data were collected from March to December 1996. By the questionnaire, the informations of health related behaviors such as, age, smoking and drinking habits, food intake habit, sleeping time, stress were obtained. Height, weight and blood pressure were measured by a trained nurse. The level of total Cholesterol, HDL Cholesterol, triglyceride, fasting blood sugar, glutamate oxaloacetate transaminase(GOT), glutamate pyruvate transaminase (GPT), r-glutamyl transferase(rGTP), blood urea nitrogen(BUN), serum creatinine(Cr), hemoglobin(Hb), hematocrit(Hct), hepatitis B surface antigen were selected as biometric test variables. Statistical analysis, such as t-test, Chi square-test, stepwise multiple regression, multiple logistic regression were performed using SAS package program. There were significant differences in age, systolic blood pressure, total cholesterol, GOT, GGT, BUN, Hb, and Hct between drinkers and non-drinkers, and significant differences in age, body mass index(BMI), systolic blood pressure, diastolic blood pressure, rGTP, BUN, and Hb between smokers and non-smokers . Triglyceride, age, BMI, and HDL cholesterol were found to be positivc independent predictors of blood pressure, but drinking habit(mild drinking group vs. non-drinking group) and pack-year of smoking were negative predictors of blood pressure. Logistic analysis of systolic hypertensive related condition indicated that triglyceride(OR=1.003, 95% CI; 1.000-1.006), total cholesterol(OR=1.008, 95% CI; 1.000-1.016), and pack-years of smoking (OR=0.972, 95% CI; 0.952-0.994) were significantly contribution to dependent variable, Logistic analysis of diastolic hypertensive related condition revealed that age3(≥50 years vs. <40 years) (OR=4.702 (95% CI; 1.919-11.521), age2(40-49 years vs. <40 years) (OR=4.702 (955 CI; 1.919-11.521), triglyceride (OR=1.005, 95% CI; 1.002-1.008), pack-years of smoking(OR=0.972, 95% CI; 0.951-0.993), and meal regularity (yes vs. no) (OR=0.618, 95% CI; 0.383-0.991) were significantly contribution to dependent variable. Triglyceride, total cholesterol, fasting blood sugar, and animal food intake(yea vs. no) were found to be positive independent predictors to BMI, but HDL and stress(yes vs. no) were negative predictors. Logistic analysis of abnormal BMI condition indicated that total cholesterol(OR= 1.013, 95% CI; 1.007-1.020) and HDL cholesterol (OR=0.943, 95% CI; 0.916-0.972) were significantly contribution to dependent variable. BMI, HBs Ag, and the frequency of drinking were found to be positive independent predictors to GOT, but meal regularity(yes vs. no) were negative predictors. Logistic analysis of abnormal GOT condition indicated that HBs Ag(yes vs. no)(OR-6.666, 95% CI; 1.724-25.779), BMI(OR=1.199, 95% CI;1.015-1.416), and meal regularity(yes vs. no)(OR=0.248, 95% CI; 0.096-0.639) were significantly contribution to dependent variable. BMI, and HBs Ag were found to be positive independent predictors to GPT, but meal regularity(yes vs. no) were negative predictors. Logistic analysis of abnormal GPT condition showed that only BMI (OR=1.301, 95% CI; 1.301(1.176-1.440) was significantly contribution to dependent variable. BMI and the frequency of drinking were found to be positive independent predictors to rGTP, but meal regularity(yes vs. no) were negative predictors. Logistic analysis of abnormal rGTP conditionindicated that BMI(OR=1.340, 95% CI; 1.197-1.499), Alc5(abovc 5 times/week vs. non-drinking) (OR=21.733, 95% CI; 3.671-128.684), Alc4(3-4 times/week vs. non-drinking) (OR=4.533, 95% CI; 1.463-14.049), Alc3(1-2 times/week vs. non-drinking) (OR=3.918, 95% CI; 1.406-10.916), and meal regularity(yes vs. no) (OR=0.405, 95% CI; 0.221-0.740) were significantly contribution to dependent variable. BMI and age were found to be positive independent predictors to BUN, but stress(yes vs. no) and pack-year of smoking were negative predictors. Logistic analysis of abnormal BUN condition indicated that only age3(≥50 years vs. <40 years) (OR=4.808 (95% CI; 1.307-17.676) was significantly contribution to dependent variable. BMI was found to be positive independent predictors to Hb and Hct, respectively, but regular exercise(yes vs. no) was negative predictors to Hb and Hct, respectively. With above results, it was found that age, BMI, level of serum triglyceride, and level of serum total cholesterol were significantly associated with hypertension and that BMI was significantly associated with abnormal results of liver function tests and especially the frequency of drinking was associated with abnormal rGTP. Also the workers with meal regularity habits, compared to those with meal irregularity habits, were lower prevalence of hypertension and abnormal liver function tests, therefore the meal regularity habits seem to be reflected good health related behaviors.

      • KCI등재후보

        운동신경원성 질환에 대한 임상적 고찰

        임정근,이동국,김광수,이상도,박영춘 啓明大學校 醫科大學 1993 계명의대학술지 Vol.12 No.3

        Clinical features, electromyographic findings and the prognosis were observed in 51 patients (33 men and 18 women) who were diagnosed as acquired motor neuron disease at Keimyung University Dongsan Hospital between Jan. 1985 and Aug. 1992. The mean age at onset in our study was similar to that in several other domestic studies but was younger than that in western studies. The therapeutic effect of L-threonine couldn't be evaluated correctly, but L-threonine may have no effect on the course of MND.

      • KCI등재후보

        장기간 항경련제 투여 환자에게서의 신경전도 속도

        박영춘,이동국,임정근,이상도,이형 啓明大學校 醫科大學 1993 계명의대학술지 Vol.12 No.3

        This study was performed to verify whether or not chronic anticonvulsants therapy(≥12 months ) is associated with peripheral nerve dysfunction in epileptics. Nerve conduction studies were done to 51 epileptics who had been taking long term anticonvulsants therapy over 12 months. The mean age of epileptics was 23 years, and was composed of 29 men and 22 women. The mean nerve conduction velocity(NCV) was not significantly different between epileptics and controls. Compared phenytoin or carbamazepine monotherapy group with controls, the NCV was not significantly different in two groups respectively. In epileptics, the mean NCV was not significantly different between phenytoin and carbamazepine monotherapy group. There was no significant relationship between NCV and duration of therapy with either phenytoin or carbamazepine. In epileptics with phenytoin combined therapy, the mean median sensory NCV was significantly delayed than in those with phenytoin monotherapy.

      • 건강질단 질병 유소견자들의 순천향구미병원 외래이용에 영향을 미치는 요인

        김진석,우극현,함정오,유재영,최태성,하봉구,윤성용 순천향의학연구소 2002 Journal of Soonchunhyang Medical Science Vol.8 No.1

        Background ; The purpose of routine health screening of employee is not only to detect worker's disease at early stage but also to provide early appropriate health service. But, majority of patients who diagnosed by routine health screening haven't underwent health service utilization. Soonchunhyang Kumi Hospital had been provide total occupational health service in kumi industrial estate including health screening, worker interview at workplace by occupational nurses and doctors. Object ; We want to know how much proportion of patient who are diagnosed by routine health screening had visited Soonchunhyang Kumi hospital out-patient clinic and factors influencing such health care service utilization. Method ; Initial study subject were 189 workers who had proved to have hypertension, diabetes mellitus, hyperlipidemia in routine health screening which performed during year of 2000. Among those, 160 workers who had finished questionnaire were selected for final study subject. We investigate whether they had visited health services or not, if they had, what kind of health care facility they visited, and other factors which influencing their health service utilization. Result ; Among 160 workers, 59(36.9%) had visited Soonchunhyang Kumi hospital, 47(29.4%) had visited other health care facility, and 54(33.8%) had not went to any health care facility. Factors which influencing Soonchunhyang Kumi hospital utilization is sex, job, staff's support to hospital visit during worktime, history of medical consultation about health screening result.

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