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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

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


Dario Palumbo













PhD Student

Research Group:
Econometrics

CV: Curriculum Vitae

Contact Details
Email: dp470@cam.ac.uk