DCC 모델링을 이용한 다변량-GARCH 모형의 분석 및 응용

최성미,홍선영,최문선,박진아,백지선,황선영,Choi, S.M.,Hong, S.Y.,Choi, M.S.,Park, J.A.,Baek, J.S.,Hwang, S.Y. 한국통계학회 2009 응용통계연구 Vol.22 No.5

금융 시계열 자료들 간의 상관계수는 자산의 배분, 위험관리 그리고 포트폴리오의 선택에 있어서 중요한 역할을 한다. 이러한 상관계수들을 모형화하기 위해 단변량-GARCH 모형을 다변량-GARCH 모형으로 확장시킨 MGARCH류 모형들에 대한 많은 연구들이 진행되고 있다. 특히, CCC 모형 (Bollerslev, 1990)과 DCC 모형 (Engle, 2002)은 다른 모형들에 비해 추정해야 할 모수의 수가 작다는 이점으로 인해 분석에 널리 쓰이고 있다. 본 논문에서는 국내 주가자료에 대해 CCC 모형과 DCC 모형을 적합시킨 후, 각 모형들에 대한 VaR(value at risk)와 사후검증(back-testing), 결합예측영역(joint prediction region) 등을 통하여 두 모형의 예측 능력을 비교해 보고자 한다. Conditional correlation between financial time series plays an important role in risk management, asset allocation and portfolio selection and therefore diverse efforts for modeling conditional correlations in multivariate-GARCH processes have been made in last two decades. In particular, CCC (cf. Bollerslev, 1990) and DCC(dynamic conditional correlation, cf. Engle, 2002) models have been commonly used since they are relatively parsimonious in the number of parameters involved. This article is concerned with DCC modeling for multivariate GARCH processes in comparison with CCC specification. Various multivariate financial time series are analysed to illustrate possible advantages of DCC over CCC modeling.

삭녕최씨(朔寧崔氏) 與台의 墓誌石 - 흙을 소재로 한 지석으로 금석학 연구에 중요한 자료

최성미 전라금석문연구회 2007 전라금석문연구 Vol.9 No.-

가정전문간호사의 비판적 사고성향과 임상의사결정능력과의 관계

최성미,이미경,Choi, Seong Mee,Lee, Mi Kyoung 한국가정간호학회 2014 가정간호학회지 Vol.21 No.2

Purpose: Clinical decision-making carried out by nurses is a complex process that influences the quality of care provided and various patient outcomes. This study examined the relationship between critical thinking disposition and clinical decision-making abilities in home health advanced practice nurses. Method: The study had a non-experimental correlational design. Data were collected from 100 home health advanced practice nurses in 20 hospitals. Results: The mean critical thinking disposition score was $3.69{\pm}.39$ out of 5 and the mean score for clinical decision-making abilities was $3.48{\pm}.22$ out of 5. In this correlation analysis, a significant positive correlation (r=.58, p<.001) was found between critical thinking disposition and clinical decision-making abilities of home health advanced practice nurses. Conclusion: In order to improve the clinical decision-making ability of home health advanced practice nurses, we need to improve their critical thinking disposition. In order to make this change, appropriate training program are needed to increase the critical thinking disposition and clinical decision-making abilities of home health advanced practice nurses.

사람 치주인대섬유모세포에서 MMP-1, TIMP-1,2, Type 1 collagen, fibronectin 및 UNCL 발현에 미치는 $H_2O_2$와 chlorhexidine의 효과

최성미,장현선,김병옥,Choi, Seong-Mi,Jang, Hyun-Seon,Kim, Byung-Ock 대한치주과학회 2008 Journal of Periodontal & Implant Science Vol.38 No.4

Purpose: To evaulate the effects of chlorhexidine and $H_2O_2$ on matrix metalloproteinase-1 (MMP-1), tissue inhibitor of metalloproteinase(TIMP-1, TIMP-2), Type 1 collagen, fibronectin and UNCL expressions in human periodontal ligament fibroblasts (hPDLF). Materials and Methods: $1.2{\times}10^{-1}%$, $1.2{\times}10^{-2}%$ and $1.2{\times}10^{-3}%$ CHX and $3{\times}10^{-3}%$, $3{\times}10^{-4}%$ and $3{\times}10^{-5}%$ $H_2O_2$ and mixture of CHX and $H_2O_2$ were applied to hPDLF for 1 min and 30 min. The mRNA expressions of MMP-1, TIMP-1 and 2, Type 1 collagen, fibronectin and UNCL in hPDLF were analysed by RT-PCR. Results: The result were as follows: 1. The expression of UNCL mRNA was higher than that of other mRNAs. 2. $1.2{\times}10^{-3}%$ CHX increased mRNA expressions of hPDLF as application time increased. 3. $H_2O_2$ lower than $3{\times}10^{-3}%$ increased expression of UNCL mRNA, and did not decrease mRNA expression of hPDLF. 4. hPDLF treatment with $1.2{\times}10^{-1}%$ CHX (with or without $H_2O_2$) resulted in no gene expression. 5. hPDLF treatment with $1.2{\times}10^{-2}%$ CHX (with or without $H_2O_2$) for 30 minutes resulted in no gene expression. Conclusion: Because low concentration of CHX and $H_2O_2$ increased UNCL mRNA expression of hPDLF, low concentraction of CHX and $H_2O_2$ may have an antioxidative effect.

세상에서 가장 고마운 세 아이의 가정교사

최성미 샘터사 2021 월간 샘터 Vol.617 No.-

현행 피부미용 국가자격제도 및 시험에 대한 피부미용사의 만족도

최성미,김은화 한국피부과학연구원 2010 대한피부미용학회지 Vol.8 No.1

This study aims to search for problems and the resolution on Skin Care Therapy Certificate system by reflecting opinions of Skin Care Therapist. To do this, it analyzes the status of acquisition of Skin Care Therapy Certificate by job position and investigates skin care therapist satisfaction on the certificate system. A survey was performed on 217 subjects of skin care therapist and skin care business owners from all over the country. For statistics, SPSS 12.0 was employed to analyze the collected data. The results are shown as follows:With related to the matters to improve current examination system for Skin Care Therapy Certificate, the results are shown as follows. Regarding the subjects to be add to the written test, for employees, 'Obesity Management' and 'Beauty Service' are 19.0% and 18.2%, respectively; for employers, 'Beauty Management' and Beauty Service are 19.6% and 15.7%, respectively. Subjects to be add to the practical test are: for employees, 'no necessity to add' and 'Appliance Management' are 18.6% and 11.5%, respectively; for employers, 'Appliance Management' and 'Meridian Pathways Management' are 26.4% and 24.5%, respectively. The interest of appliance management was shown high in both higher position and lower position of the skin care jobs. 현행 피부미용 국가자격제도 및 시험에 대한 피부미용사의 만족도를 파악하고 국가자격증의 취득현황을 살펴보고자 경영자와 피부미용사 그룹으로 나눠 각각 200부씩 설문지를 전국에 배포하고 이중 217부를 SPSS WIN12.0으로 최종 분석 하였다. 자격시험의 필기시험에 추가할 교과목은 피부미용 종사자의 경우 ‛비만관리학’ 19.0%, ‛미용서비스학’ 18.2% 순서로 나타났으며, 경영자의 경우 ‛미용경영학’ 19.6%, ‘미용서비스학’ 15.7% 순서로 나타나 실무분야와 경영관리분야로 선호경향이 나뉘었다. 실기시험에 추가할 교과목은 피부미용 종사자의 경우 ‘추가할 필요 없다’ 18.6%, ‘기기관리’ 11.5% 나타났으며, 경영자의 경우 ‘기기관리’ 26.4%, ‘경락관리’ 24.5%로 나타났다. 직급과 관계없이 기기관리에 대한 호응이 공통적으로 높았으며 현 자격시험 제도를 바라보는 직급별 만족도는 피부미용 종사자 2.89, 경영자 3.30으로 경영자의 평균 만족도가 높게 나타났다(p<0.01).

로버스트 베이지안 메타분석

최성미,김달호,신임희,김호각,김상경,Choi, Seong-Mi,Kim, Dal-Ho,Shin, Im-Hee,Kim, Ho-Gak,Kim, Sang-Gyung 한국데이터정보과학회 2011 한국데이터정보과학회지 Vol.22 No.3

This article addresses robust Bayesian modeling for meta analysis which derives general conclusion by combining independently performed individual studies. Specifically, we propose hierarchical Bayesian models with unknown variances for meta analysis under priors which are scale mixtures of normal, and thus have tail heavier than that of the normal. For the numerical analysis, we use the Gibbs sampler for calculating Bayesian estimators and illustrate the proposed methods using actual data. 본 논문은 독립적으로 수행된 연구결과를 합쳐서 일반적인 결론을 도출하는 메타분석을 위한 로버스트 계층적 베이지안 모형을 고려한다. 사전정보가 정규분포를 따른다는 가정 대신 정규분포의 척도혼합을 사용하여 정규분포보다 더 두꺼운 꼬리를 가지는 사전분포를 사용한다. 나아가 개별 분석의 분산이 알려져 있지 않은 경우를 계층적 베이지안 모형에 포함하여 메타분석을 수행하고자 한다. 깁스 표집을 사용하여 추정값을 계산하고, 실제 자료를 사용하여 제안된 방법을 예시한다.

임실 연화마을 경주이씨 세록비

최성미 전라금석문연구회 2015 전라금석문연구 Vol.23 No.-

임실 가덕리 윷판형 암각화

최성미 전라금석문연구회 2014 전라금석문연구 Vol.21 No.-

초등학생들의 학교구강검진결과에 대한 학부모의 이행수준과 관련요인

최성미,사공준,장은진 보건의료산업학회 2013 보건의료산업학회지 Vol.7 No.2

This study evaluated the interest of parents of elementary school children on the examination with their memory of results, their consistency and their compliance with results sheets to improve effects of School dental health management project. This study recruited 1,334 second-, third-, fifth- and sixth-grade students at two elementary schools located in Daegu metropolitan city performing School Dental Examination Project in 2008 and investigated whether the students visited dental hospitals following results of the examination, how the parents remembered the results and how their memory was same with real results based on results of the examination, the parents' memory of results. The parents of second- and third-grade students showed good memory of malocclusion and number of Caries and higher consistency for dental caries. The parents of fifth- and sixth-grade students showed good memory of dental caries. Visiting rates of dental hospitals accordance with grade were 75.7% due to dental caries in second- and third-grade students and 60.5% due to malocclusion in fifth- and sixth-grade students. Among students with abnormal results of the examination, 77.1% of the children with dental caries of parents having same memory with real results visited the hospitals while 52.7% of those of parents having different memory with them did.