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Toby Daglish
Toby Daglish
School of Economics and Finance, Victoria University of Wellington
Verifisert e-postadresse på vuw.ac.nz - Startside
Tittel
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År
Volatility surfaces: theory, rules of thumb, and empirical evidence
T Daglish, J Hull, W Suo
Quantitative Finance 7 (5), 507-524, 2007
1472007
What motivates a subprime borrower to default?
T Daglish
Journal of Banking & Finance 33 (4), 681-693, 2009
832009
Consumer governance in electricity markets
T Daglish
Energy Economics 56, 326-337, 2016
272016
Investing in vertical integration: electricity retail market participation
GGF de Bragança, T Daglish
Energy Economics 67, 355-365, 2017
252017
Can market power in the electricity spot market translate into market power in the hedge market?
G de Braganca, T Daglish
Energy Economics 58, 11-26, 2016
252016
Pricing effects of the electricity market reform in Brazil
T Daglish, GGF de Bragança, S Owen, T Romano
Energy Economics 97, 105197, 2021
242021
A pricing and hedging comparison of parametric and nonparametric approaches for American index options
T Daglish
Journal of Financial Econometrics 1 (3), 327-364, 2003
242003
Translog Cost Function Estimation: Banking Efficiency
T Daglish, O Robertson, D Tripe, L Weill
182015
E-Commerce and its effect upon the Retail Industry and Government Revenue
W Steel, T Daglish, L Marriott, N Gemmell, B Howell
New Zealand Institute for the study of competition and regulation, http …, 2013
182013
Regional price convergence in Australia and New Zealand, 1984-1996
A Coleman, T Daglish
New Zealand Treasury Working Paper, 1998
171998
Political uncertainty in developed and emerging markets
MT Suleman, TC Daglish
Available at SSRN 2647888, 2015
112015
Lattice methods for no-arbitrage pricing of interest rate securities
T Daglish
Journal of Derivatives 18 (2), 7-19, 2010
112010
Oil discoveries and innovation
RM Mhuru, T Daglish, H Geng
Energy Economics 110, 105997, 2022
82022
The economic significance of jump diffusions: Portfolio allocations
T Daglish
Ph. D. Dissertation, Department of Finance, Rotman School of Management …, 2003
82003
Probability of default as a function of correlation: The problem of Non-uniqueness
T Daglish, W Li
42008
Auctioning the Digital Dividend: A model for spectrum auctions
T Daglish, Y Sağlam, P Ho
International Journal of Industrial Organization 53, 63-98, 2017
32017
The valuation of equity futures on the Tokyo stock exchange: 1920–1923
T Daglish, L Moore
Journal of Futures Markets 33 (7), 601-628, 2013
22013
US Bond Markets and Credit Spreads during the Great Depression
T Daglish, L Moore
Victoria University of Wellington, The New Zealand Institute for the Study …, 2012
22012
Optimal discrete hedging in the Heston Stochastic Volatility Model
T Daglish, C Neely
22008
Optimal Land Use Switching Policy
M Yadipur, T Daglish, Y Saglam
12019
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Artikler 1–20