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Faculty of Economics

 

Dario Palumbo


PhD Title

Modelling and Extracting the Term Structure of Interest Rates: A Unifying Framework

Research Interests

Time Series, Heavy Tailed Distribution, Circular Data and Financial Econometrics

Recent Publications

Cambridge Working Papers in Economics

Harvey, A. C. and Palumbo, D. Score-Driven Models for Realized Volatility, (2019) CWPE1950

COVID-19 Economic Research

Special Feature: The Importance of Soft Containment Measures

Teaching

R301 Advanced Econometrics II: Time Series

Supervisory Team

Supervisor

Professor Andrew Harvey

Advisor

Professor Oliver Linton

Dario Palumbo












PhD Student

Research Group:
Econometrics

CV: Curriculum Vitae
Contact Details
Email: dp470@cam.ac.uk

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      Faculty of Economics
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      CB3 9DD
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      Telephone: +44 1223 335200

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