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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 Jan 01 2023
Journal Name
International Journal Of Research In Social Sciences & Humanities
Role of Commercial Banks in Stimulating Investments Amid Exchange Rate Fluctuations in Iraq
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When it comes to boosting the economy, development, and allocation of financial resources from accessible savings to be employed in all economic sectors (industrial, agricultural, and service), commercial banks in developing and Arab countries are seen as one of the tools. Foreign and domestic investment play critical roles in the economies of both established and developing nations by providing much-needed capital, allowing for the more efficient use of available natural and human resources, and allowing for the more rapid adoption of cutting-edge technologies. Investment success depends on the presence of institutions and capacities of a developed financial and banking type. The significance of this study can be seen in how it exa

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Publication Date
Thu Mar 19 2015
Journal Name
Al-academy
The Significance of the Folk Symbols and Their Influence on The National Identity (Chosen samples from the Contemporary Iraqi Pottery): زينب كاظم صالح
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The contemporary art culture is considered a resultant of preceding human civilizations from the early days. At the same time, it got closer to the local privacy, because the contemporary Iraqi potter worked hard to create new art, refusing to base his art on the early works, creating art pieces that contains properties to inherited art and their form significance, in order to create a new identity of his own, bringing an empowerment to his deepened civilization, with the goal to create national identity ideas from one hand, and entity and locality from another. Europeans also followed the direction of our civilization, such as (Picasso, Henry Moore, Barbra Hurth, Brankouzi, Hans Arp,..etc). From this point of view comes the importance o

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Publication Date
Tue Aug 30 2022
Journal Name
Research Journal Of Pharmacy And Technology
Correlation of Angiotensin-converting enzyme inhibitors and angiotensin II receptor blockers with serum GDF-15 in a group of hypertensive Iraqi patients
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The Growth Differentiation Factor -15 (GDF-15) is a member of the transforming growth factor β superfamily. İt represents an example of the stress response cytokines. It's mostly found in cardiac myocytes, adipocytes, macrophages, endothelial cells, and vascular endothelial cells, whether they're generated normally or not. GDF-15 levels have increased and are associated with cardiovascular risk. Aim of the study: To investigate the correlation between angiotensin-converting enzyme (ACE) inhibitors and angiotensin II receptor blockers (ARBs) with the level of plasma GDF-15 in a group of hypertensive patients. Materials and methods: A case-control study involved 90 individuals, 60 hypertensive patients (36 on ACE inhibitors and 24 on ARBs)

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Publication Date
Tue May 01 2018
Journal Name
Journal Of Physics: Conference Series
Theoretical Discussion of Electron Transport Rate Constant at TCNQ / Ge and TiO<sub>2</sub> System
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Publication Date
Thu Jun 01 2023
Journal Name
International Journal Of Agricultural And Statistical Sciences
Forecasting the Saudi Crude Oil Price Using MS-GARCH Model
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Publication Date
Sat Feb 01 2025
Journal Name
Saudi Medical Journal
Spectrum and classification of ATP7B variants with clinical correlation in children with Wilson disease
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Publication Date
Mon Jul 04 2022
Journal Name
Indian Journal Of Forensic Medicine &amp; Toxicology
The Correlation between Insulin Resistance and Urotensin II in Patients with Gestational Diabetes Mellitus
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Gestational diabetes mellitus is glucose intolerance of varying degree with onset or first detection duringpregnancy,it can causelong and short term morbidities in both the mother and the child, such as shoulder dystocia,preeclampsia, and high blood pressure. The most powerful endogenous vasoconstrictor peptide, urotensin II, andits receptor are involved in the etiology of gestational diabetes mellitus.Aim of the study: The study’s goal was to see if there is a link between Urotensin II levels and insulin resistancein pregnant women with gestational diabetes.Patients and method: A case-control study that was conducted in obstetrics and gynecology department atBaghdad Teaching hospital from the first of January 2019 to the end of D

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Publication Date
Sun Apr 02 2017
Journal Name
Journal Of The Faculty Of Medicine-baghdad
CA-125, plasma fibrinogen and C-reactive protein in correlation with severity of preeclampsia.
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Publication Date
Wed Mar 18 2020
Journal Name
Baghdad Science Journal
Incidence of Toxoplasmosis in Psoriasis Patients and Possible Correlation with Tumor Necrosis Factor-α
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            Toxoplasma gondii is an opportunistic parasite in immune-compromised persons. The prevalence of toxoplasmosis in psoriasis patients is investigated. In addition, the treatment effect on psoriasis patients infected with toxoplasmosis through evaluating Tumor Necrosis Factor-α (TNF-α) cytokine levels is studied. Blood samples were collected from 130 individuals who involved 60 control samples and 70 samples with psoriasis. They attended Medical City Hospital in Baghdad province from October 2017 - February 2018. Then, the anti- T. gondii antibodies (IgM and IgG) and TNF- α in the sera were determined via the enzyme linked immune-sorbent assay. The highe

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Publication Date
Tue Feb 01 2022
Journal Name
Baghdad Science Journal
In Situ Hybridization for Molecular Detection of Human Papilloma Viral 6 / 11 DNA in Adenoctomized Tissues from A group of Iraqi Pediatric Patients
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Among more than 200 different human papilloma viral genotypes, the association of low oncogenic risk-HPV genotypes have been recognized with a variety of oral, oropharyngeal, nasopharyngeal benign tumors as well as non-neoplastic polyposis and papillomas and adenoid hypertrophy. This prospective case- control study aims to determine the rate of DNA detection of HPV genotype 6/11 in nasopharyngeal adeno- tonsillar tissues from a group of patients subjected to adenoctomy for adenoid hypertrophy . A total number of nasopharyngeal adeno-tonsillar tissue specimens from pediatric patients with adenoid hypertrophy were enrolled; 40 nasopharyngeal adeno-tonsillar tissues from patients with adenoid hypertrophy, and 20 normal nasal tissue specimen

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