Research Interests
Empirical Finance, Fixed Income Markets, Yield Curve Modeling, Volatility, Heavy Tails Distribution Modeling.
Teaching And Professional Interests
Finance and Economics
Awards
King’s Benefactor’s Scholarship
Links to online publications, articles or other work
Harvey, A. and Palumbo, D. Regime Switching Models for Directional and Linear Observations, (2021) CWPE2123
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
