Volatility surfaces: theory, rules of thumb, and empirical evidence T Daglish, J Hull, W Suo Quantitative Finance 7 (5), 507-524, 2007 | 146 | 2007 |
What motivates a subprime borrower to default? T Daglish Journal of Banking & Finance 33 (4), 681-693, 2009 | 85 | 2009 |
Consumer governance in electricity markets T Daglish Energy Economics 56, 326-337, 2016 | 29 | 2016 |
Investing in vertical integration: electricity retail market participation GGF de Bragança, T Daglish Energy Economics 67, 355-365, 2017 | 26 | 2017 |
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 | 26 | 2016 |
Pricing effects of the electricity market reform in Brazil T Daglish, GGF de Bragança, S Owen, T Romano Energy Economics 97, 105197, 2021 | 24 | 2021 |
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 | 24 | 2003 |
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 | 20 | 2013 |
Translog Cost Function Estimation: Banking Efficiency T Daglish, O Robertson, D Tripe, L Weill | 18 | 2015 |
Regional price convergence in Australia and New Zealand, 1984-1996 A Coleman, T Daglish New Zealand Treasury Working Paper, 1998 | 16 | 1998 |
Political uncertainty in developed and emerging markets MT Suleman, TC Daglish Available at SSRN 2647888, 2015 | 11 | 2015 |
Lattice methods for no-arbitrage pricing of interest rate securities T Daglish Journal of Derivatives 18 (2), 7-19, 2010 | 11 | 2010 |
Oil discoveries and innovation RM Mhuru, T Daglish, H Geng Energy Economics 110, 105997, 2022 | 9 | 2022 |
The economic significance of jump diffusions: Portfolio allocations T Daglish Ph. D. Dissertation, Department of Finance, Rotman School of Management …, 2003 | 8 | 2003 |
Probability of default as a function of correlation: The problem of Non-uniqueness T Daglish, W Li | 4 | 2008 |
Auctioning the Digital Dividend: A model for spectrum auctions T Daglish, Y Sağlam, P Ho International Journal of Industrial Organization 53, 63-98, 2017 | 3 | 2017 |
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 | 2 | 2013 |
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 | 2 | 2012 |
Optimal discrete hedging in the Heston Stochastic Volatility Model T Daglish, C Neely | 2 | 2008 |
Optimal Land Use Switching Policy M Yadipur, T Daglish, Y Saglam | 1 | 2019 |