This article is explored the relationship between stock prices of Manchester United and Juventus football clubs using econometric methods. . Using the Gretl software product, the Ingle-Granger test is carried out in order to identify the cointegration relationship between the time series of the stock prices of football clubs.
Original languageRussian
Pages37-41
StatePublished - 2020
Externally publishedYes

    Research areas

  • econometric methods, Ingle-Granger test, Juventus, Manchester United, stock quotes, котировки акций, методы эконометрического анализа, тест Ингла - Грейнджера

ID: 78462815