전자상점의 특성과 고객의 재방문성 및 구매의도

목차

Ⅰ. 서 론
Ⅱ. 선행 연구
2.1. 외국 웹사이트 평가 영역
2.1.1. 연구문헌 평가 기준
2.1.2. 기업/기관 평가 기준
2.2. 국내 웹사이트 평가 영역
2.2.1. 연구문헌 평가 기준
2.2.2. 기업/기관 평가 기준
2.3. 웹사이트 평가 통합 모형
2.4. 재방문성 및 구매의도
Ⅲ. 연구 설계 및 검증
3.1. 연구모형
3.2. 연구대상 및 자료수집
3.3. 실증 분석
Ⅳ. 결 론
참고문헌
부 록

본문내용

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Selecting the Adequate Time Series Model for Forecasting Korean Corporate Bond Yield
Ku, Maeng-Hoe·Kim, Byoung-Gon·Park, Sang-Hyun
The purpose of this study is to find the adequate time series model for forecasting Korean corporate bond yield after the IMF financial crisis, and to compare actual data after the sample period with forecast data using applied models. Therefore the research methods implemented are to estimate mean regression formula of corporate bond yield using ARIMA(p,d,q) models , to test conditional heteroscedasticity of the residuals and to choose proper models forecasting corporate bond yield using ARIMA(p,d,q)-GARCH(p,q) models.
The results of empirical study are as follows. First, the mean regression formula are estimated to AR(1) and MA(1) models but the fitness degree of that formula are low. Second, there are the conditional heteroscedasticity of the residuals of that formula after testing. Third, after considering heteroscedasticity simultaneously AR(1)-GARCH(1,1) and MA(1)-GARCH(1,1) models are chosen for forecasting Korean corporate bond yield after the IMF crisis and the fitness degree of models are high also. Finally, the forecasting power of two models using mean squared errors and correlation are similar.
As a reference, comparison of actual data after the sample period with forecast data using applied models guarantees prior results.
Key Words :
forecasting Korean corporate bond yield, conditional heteroscedasticity of the residuals, ARIMA(p,d,q)-GARCH(p,q) models

키워드

전자상점,   고객의 재방문성,   구매의도