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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. and Palumbo, D. Regime Switching Models for Directional and Linear Observations, (2021) CWPE2123
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


R301 Advanced Econometrics II: Time Series

Supervisory Team

Dario Palumbo

PhD Student

Research Group:

CV: Curriculum Vitae

Contact Details