Dario PALUMBO

Position
Researcher
Roles
Representative of DEC on the Economic Area Library Board (BEC)
Telephone
041 234 9242
E-mail
dario.palumbo@unive.it
Academic discipline
Econometrics [ECON-05/A]
Website
https://www.unive.it/people/dario.palumbo (personal record)
 https://www.dariopalumbo.com/
Office
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe

Teaching activity current year

DATA ANALYTICS FOR BUSINESS AND SOCIETY [EMR14]
Master's Degree Programme (DM270)

ECONOMIA [R304]
Corso di Dottorato (D.M.226/2021)

ECONOMICS, FINANCE AND SUSTAINABILITY [EMR15]
Master's Degree Programme (DM270)

ENGINEERING PHYSICS [CMR13]
Master's Degree Programme (DM270)

Teaching activity previous years

DATA ANALYTICS FOR BUSINESS AND SOCIETY [EM14]
Master's Degree Programme (DM270)

ECONOMICS, FINANCE AND SUSTAINABILITY [EM15]
Master's Degree Programme (DM270)

DATA ANALYTICS FOR BUSINESS AND SOCIETY [EMR14]
Master's Degree Programme (DM270)

ECONOMICS, FINANCE AND SUSTAINABILITY [EMR15]
Master's Degree Programme (DM270)

DATA ANALYTICS FOR BUSINESS AND SOCIETY [EM14]
Master's Degree Programme (DM270)

DATA ANALYTICS FOR BUSINESS AND SOCIETY [EM14]
Master's Degree Programme (DM270)

Activities and research skills

Publication highlights

Dario Palumbo Testing and modelling time varying (a)symmetric tails in QUANTITATIVE FINANCE, vol. 1 (ISSN 1469-7688)
DOI 2026, Journal Article - ARCA card: 10278/5117831


Palumbo, Dario Precious metals and currency risk: testing hedging effectiveness and safe-haven properties across trading frequencies during periods of market distress in ANNALS OF OPERATIONS RESEARCH, vol. 00 (ISSN 0254-5330)
DOI 2025, Journal Article - ARCA card: 10278/5106211


Harvey, Andrew; Hurn, Stan; Palumbo, Dario; Thiele, Stephen Modelling circular time series in JOURNAL OF ECONOMETRICS, vol. 1 (ISSN 0304-4076)
DOI 2024, Journal Article - ARCA card: 10278/5022120


Harvey, Andrew; Palumbo, Dario Regime switching models for circular and linear time series in JOURNAL OF TIME SERIES ANALYSIS, vol. 1 (ISSN 0143-9782)
DOI 2023, Journal Article - ARCA card: 10278/5012745


Harvey, Andrew; Palumbo, Dario Score-driven models for realized volatility in JOURNAL OF ECONOMETRICS, vol. 1 (ISSN 0304-4076)
DOI 2023, Journal Article - ARCA card: 10278/5022121


List of publications

Curriculum vitae