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Research Interests

Empirical Finance, Fixed Income Markets, Yield Curve Modeling, Volatility, Heavy Tails Distribution Modeling

Selected Publications

Cambridge Working Papers in Economics

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

Fellow and Director of Studies (Homerton College)

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