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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

Palumbo, D. Testing and Modelling Time Series with Time Varying Tails, (2021) CWPE2111

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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