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Faculty of Economics

 

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


Dario Palumbo













PhD Student

Research Group:
Econometrics

CV: Curriculum Vitae

Contact Details
Email: dp470@cam.ac.uk