skip to content
Home

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. 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

      Contact Us

      Faculty of Economics
      Austin Robinson Building
      Sidgwick Avenue
      Cambridge
      CB3 9DD
      UNITED KINGDOM

      Telephone: +44 1223 335200

      Fax: +44 1223 335475

      Find Us

      Find Us (details and maps)

      with University of Cambridge Maps

      with Google Maps

       

      Associated Websites

      Cambridge-INET

      COVID-19 Economic Research

      Keynes Fund

      Application Emails

      Undergraduate Admissions:
      (for enquiries about the BA in Economics)       ugadmit@econ.cam.ac.uk

      Graduate Admissions:
      (for enquiries about the Diploma, MPhil and PhD courses)       econgrad.admit@econ.cam.ac.uk

      General Emails

      Faculty Office: (for all other enquiries) faculty@econ.cam.ac.uk

      Webmaster: (for enquiries about the website) webmaster@econ.cam.ac.uk

      Marshall Library: marshlib@econ.cam.ac.uk

      Study at Cambridge

      About the University

      Research at Cambridge