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Using Multivariate GARCH Models CCC (Constant Conditional Correlation) and DCC(Dynamic Conditional Correlation) To Forecast Iraqi Dinar Exchange Rate in Dollar
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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 with the estimation and forecasting based on criteria ,MAE,MSE , mean absolute error and mean Square error ,  respectively  Compared to the Suitability of these two models of the nature of the data and the ability to Capture the volatility. We concluded that CCC is better than DCC

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Publication Date
Sun Oct 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
Mackenzie role model dimensions in the quality of service, "a Prospective study of the views of a sample of Iraqi banks managers
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The organizational integration forms a necessity according to McKinsey model, especially for service organizations. In the context of various service sector developments, importance adoption of compact mechanisms by these organizations to upgrade their services has increased and senior management must be more aware of environmental, competitive and developmental requirements. It gets more important when it shows in an organization seeking at excellence of making services within its policies and strategies. Subject organizational integration dimensions (strategy, structure, systems, style, staff, shared values, and skills) are effective components in directing behaviors of employees and organization. This motivated both researcher

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Publication Date
Fri Mar 01 2013
Journal Name
Journal Of Economics And Administrative Sciences
The construction of Investment Portfolios in the Iraq Stock Exchange: Market Timing Vs. an Efficient Selection
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Abstract

         Uncertainty, the deeply-rooted fact that surrounding the investment environment, especially the stock market which just prices have taken a specific trend until they moved to another one for its up or down. This means that the volatility characteristic of financial market requires the rational investor an argument led towards the adoption of planned acts to gain greater benefit in the goal of wealth maximizing. There is no possibility to achieve this goal without the burden of uncertainty and the risk of systematic fluctuations of investment returns in the financial market after the facts of  efficient diversification have pro

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Publication Date
Wed Feb 01 2023
Journal Name
Petroleum Science And Technology
Lithofacies and electrofacies models for Mishrif Formation in West Qurna oilfield, Southern Iraq by deterministic and stochastic methods (comparison and analyzing)
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Publication Date
Mon Oct 06 2014
Journal Name
Journal Of Educational And Psychological Researches
Impulsive behavior among Kindergarten children and its relation ship with some variables preparation
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Quite anumber of parents and educators of this behavior,which is characterized by exaggerating locomotor activity and impulsivity and recklessness and the difficulty of continuing the status of certain bodily more than one minute ,and the difficulty of waiting to meet aparticular need or desire,it also characterized by thos meddling children the affairs of others and increased their  chatter does not seem the case when you listen to talk to them and they characterized by  weak self-confidence and are more solid and seem un able to keep ther responses because of the severity of anxiety .The research aims to know impulsive behavior among kindergartens children and its relation ship with some variables, and the sa

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Publication Date
Thu Dec 01 2022
Journal Name
Journal Of Engineering
Wormholes Models for the Optimum Matrix Acidizing in Mi4 Unit-Ahdeb Oil Field
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Innovative laboratory research and fluid breakthroughs have improved carbonate matrix stimulation technology in the recent decade. Since oil and gas wells are stimulated often to increase output and maximum recovery, this has resulted in matrix acidizing is a less costly alternative to hydraulic fracturing; therefore, it is widely employed because of its low cost and the fact that it may restore damaged wells to their previous productivity and give extra production capacity. Limestone acidizing in the Mishrif reservoir has never been investigated; hence research revealed fresh insights into this process. Many reports have stated that the Ahdeb oil field's Mishrif reservoir has been unable to be stimulated due to high injection pressures, wh

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Publication Date
Thu Dec 01 2022
Journal Name
Journal Of Engineering
Wormholes Models for the Optimum Matrix Acidizing in Mi4 Unit-Ahdeb Oil Field
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Innovative laboratory research and fluid breakthroughs have improved carbonate matrix stimulation technology in the recent decade. Since oil and gas wells are stimulated often to increase output and maximum recovery, this has resulted in matrix acidizing is a less costly alternative to hydraulic fracturing; therefore, it is widely employed because of its low cost and the fact that it may restore damaged wells to their previous productivity and give extra production capacity. Limestone acidizing in the Mishrif reservoir has never been investigated; hence research revealed fresh insights into this process. Many reports have stated that the Ahdeb oil field's Mishrif reservoir has been unable to be stimulated due to high inj

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Publication Date
Thu Jun 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
Some Robust methods for Estimates the power Spectrum in ARMA Models Simulation Study
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Abstract:

Robust statistics Known as, resistance to errors caused by deviation from the stability hypotheses of the statistical operations (Reasonable, Approximately Met, Asymptotically Unbiased, Reasonably Small Bias, Efficient ) in the data selected in a wide range of probability distributions whether they follow a normal distribution or a mixture of other distributions deviations different standard .

power spectrum function lead to, President role in the analysis of Stationary random processes, form stable random variables organized according to time, may be discrete random variables or continuous. It can be described by measuring its total capacity as function in frequency.

<

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Publication Date
Sat Dec 11 2021
Journal Name
Iraqi Journal Of Pharmaceutical Sciences ( P-issn 1683 - 3597 E-issn 2521 - 3512)
The Formulation and Characterization of Nimodipine Nanoparticles for the Enhancement of solubility and dissolution rate
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Nimodipine (NMD) is a dihydropyridine calcium channel blocker useful for the prevention and treatment of delayed ischemic effects. It belongs to class ? drugs, which is characterized by low solubility and high permeability. This research aimed to prepare Nimodipine nanoparticles (NMD NPs) for the enhancement of solubility and dissolution rate. The formulation of nanoparticles was done by the solvent anti-solvent technique using either magnetic stirrer or bath sonicator for maintaining the motion of the antisolvent phase. Five different stabilizers were used to prepare NMD NPs( TPGS, Soluplus®, HPMC E5, PVP K90, and poloxamer 407). The selected formula F2, in which  Soluplus 

has been utilized as a stabilizer, has a par

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Publication Date
Tue Aug 03 2021
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Standards of creditworthiness of customers and their impact on the liquidity of Iraqi private: Applied research in a sample of Iraqi private commercial banks
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Customers' creditworthiness standards are the key means employed by private commercial banks in assigning a suitable credit assessment for each customer. Accordingly, it had an instrumental role in indicating the degree of solvency of the potential customer before granting the required credit. The research problem reveals the nature of the relationship between the criteria of customer’s creditworthiness and banking liquidity. The most critical objectives of the study shed light on the role of using creditworthiness criteria as a tool for credit analysis of customers by banks that help reducing credit risks and thus increase banking liquidity. The questionnaire that was distributed to bank employees, the research sample, which w

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Publication Date
Wed Sep 30 2020
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The role of electronic trading and central filing in the performance of the Iraq Stock Exchange for the period (2008-2018)
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The rapid development of information technology and its use in all areas has had a positive impact on all areas, and financial markets have had a share of this development through the use of an electronic trading system to settle transactions, enhance transparency and disclosure in all activities of these markets and revitalize their performance.

The reason for choosing this topic is that it is a very important topic for what modern technology addresses in trading operations in financial markets. It is worth noting that these innovations have eliminated the need for direct contact with people, but through the Internet and telephone networks, and the new technology has reduced the costs of building systems

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