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
Palumbo, D. Testing and Modelling Time Series with Time Varying Tails, (2021) CWPE2111Harvey, 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