نماذجGARCH متعددة المتغيرات
                                                        
                                                                                                            
                                                            نموذج الارتباط الشرطي الحركي DCC
                                                        
                                                                                                            
                                                            نموذج الارتباط الشرطي الثابت CCC.
                                                        
                                                                                                                                                                                                                                                                                                            
                                                            Multivariate GARCH Models
                                                        
                                                                                                            
                                                            DCC Model
                                                        
                                                                                                            
                                                            Dynamic Conditional Correlation
                                                        
                                                                                                            
                                                            CCC Constant Conditional Correlation Model.
                                                        
                                                                                                                                                                                         
                                                                        
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                                        Abstract
Multivariate GARCH Models take several forms , the most important DCC dynamic conditional correlation, and CCC constant conditional correlation , The Purpose of this research is the Comparison for both Models.Using three  financial time series which is a series of daily Iraqi dinar exchange rate indollar, Global daily Oil price in dollar and Global daily gold price in dollarfor the period from 01/01/2014 till 01/01/2016, Where it has been transferred to the three time series returns to get the Stationarity, some tests were conducted including Ljung-Box , JarqueBera  , Multivariate ARCH to Returns Series and Residuals Series for both models In Comparison
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