This study was conducted at Laboratory of plant tissue culture - Department of Horticulture and Landscape Design, College of Agriculture - Basra University, During the year of 2016/ 2017. The aim of this study was to test the different concentrations of Cytokinin and Auxin on shoot multiplication and rooting of Christmas cactus (Schlumergera russelliana) plant. the results of first experiment showed that single shoot (cladode) culturing on MS medium supplemented with 0.5 and 1.0 mg. L-1 of Thidiazuron combined with 0.2 mg. L-1 NAA gave a high numbers of shoots, shoot length and width (6.33, 6.00 shoot/ explants, 2.10, 1.83 cm and 1.73,1.70 cm) respectively as compared with other treatments (0.0, 2.0 and 3.0 mg. L-1 TDZ). Results also revealed that all treatments showed appearance of thin roots. Second experiment showed that 8.0 mg. L-1 IAA combined with 0.2 mg. L-1 BA gave a longest roots and plants (14.00 and 9.23 cm) as compared with other treatments (0.0, 2.0, 4.0 and 6.0 mg. L-1 IAA. All treatments of IAA gave 100% of root formation. The plants produced by micropropagation have been acclimatized at rate of 80%.

Generalized Orthogonal GARCH (GO-GARCH) model, one of multivariate GARCH model, has been unused enough for modeling the volatility dynamics among indices in stock markets. Thus, this paper compares between Dynamic Conditional Correlations (DCC) models and GO-GARCH for modeling the volatility dynamics among major indices in three groups. The first group contains three indices in Americas market, namely, Dow Jones Industrial Average, MERVA and S&P/TSX. The second group consisted of three indices in European market, namely, FTSE100, CAC40 and DAX30, and the third group contained three indices in Asian market, namely, Nikkei225, Shanghai and BSE Sensex 30 (BSESN). The DCC-GARCH models were applied with different assumptions of the error distribution; Gaussian and Student-t. The factors or components in GO-GARCH model were estimated by four estimators': Maximum Likelihood (ML), Nonlinear Least Square (NLS), Fast Independent Component Analysis (Fast-ICA) and Method of Moment (MM). The results indicate that the GO-GARCH models are most effective for modeling the volatility dynamics among indices in the three groups compared to DCC model; especially when the time series of indices under study have asymmetry and volatility clusters. Also, the performance tests suggested that the GO-GARCH model estimated with Maximum Likelihood is the best estimator in European group, and Method of Moment estimator performs better in estimating the Americas and Asian groups. The results of the conditional correlations between indicators in each group have an economic significance which provides investors with new ways to diversify investment portfolios and reduce the risk.

In this paper we use a numerical scheme based on the classical fractional step method to solve an initial-boundary value problem resulting of the modelling of a flow in plane micro-channel by the eight velocity spatial Broadwell model. We prove the convergence of the scheme and compare the numerical solution to an analytical one. A good agreement is observed.

Despite the criticisms and problems encountered with  the application of Capital Asset Pricing Model model in the field of investment and financing, particularly with regard to realism and the availability of the assumptions underlying this model, the recent studies in this area were  especially interested to examine and assess the status quo of this model,  indicating that this model is still extensively used by financial analysts, companies and financial institutions operating in this area, and concluded that this model is one of the forms of quantitative analysis in financial decision-making in general, and investment decisions in particular, and  this model is one of the most important models used to rationalize the trade-off between the securities for the purpose of investment. It also helps the investor to derive the rules of the process to make better investment decisions. This study aimed to test the capital asset pricing model in the Egyptian stock market using monthly data for a period of five years for the main index of the Egyptian Stock Exchange EGX 30, where this index includes the top thirtieth companies in terms of liquidity and activity, whereby:  this study  assumed that the expected return on investment in the Egyptian stock Exchange is not commensurate with the value of investing in the stock market. The study  used the quantitative approach which is in the equation of simple regression to determine the coefficient of risk-formal (Beta) to achieve this goal , then used the equation of the capital asset pricing model on the companies of the study sample, also used T-test, to test the moral difference between the actual return and expected return according to the CAPM to make sure of the validity of the hypothesis that was proposed by the study. The findings of this study shows that the total of effective returns on investment for all companies of the study sample equal to (4.543), while the expected returns on investment equal to (3.660), and the relative importance of t-test equals to (0.131), that confirms acceptance of the negative hypothesis of the study, which stipulates that the expected return on investment is not commensurate with the value of investment in the Egyptian stock market during the study period.