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Researcher · Instituto Tecnológico Autónomo de México · Mexico

Aurelio Vasquez

Aurelio Vasquez publishes mostly in Finance, Economics and Econometrics and Management Science and Operations Research, on topics such as Financial Markets and Investment Strategies, Stochastic processes and financial applications and Market Dynamics and Volatility.

ORCID 0000-0001-7763-9564 OpenAlex
World rank
#1,421,896
of 7,710,434 ranked researchers
Rank in Mexico
#3,406
of 55,557
Works
33
Citations
584
Citations per work
17.7
h-index
10
i10-index 12Top 41% in Finance
Aurelio Vasquez

What does Aurelio Vasquez research?

Aurelio Vasquez's work is mostly in Economics, Econometrics and Finance (75%), Decision Sciences (10%), Business, Management and Accounting (9%).

Social Sciences: 31 works · 94.3% of their workEconomics, Econometrics and Finance: 25 works · 75.0% of their workFinance: 18 works · 55.7% of their workEconomics and Econometrics: 6 works · 19.3% of their workDecision Sciences: 3 works · 10.2% of their workManagement Science and Operations Research: 3 works · 10.2% of their workBusiness, Management and Accounting: 3 works · 9.1% of their workAccounting: 2 works · 6.8% of their workStrategy and Management: 1 works · 2.3% of their workEverything else: 2 works · 4.6% of their workPhysical Sciences: 0 works · 1.1% of their workMathematics: 0 works · 1.1% of their workMathematical Physics: 0 works · 1.1% of their workTHEIR WORKAurelio Vasquez33works
Physical Sciences1%Social Sciences94%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance2575.0%
    2. Decision Sciences310.2%
    3. Business, Management and Accounting39.1%
  2. Everything else24.6%
    1. Mathematics01.1%
  1. 1Finance56% of their works
  2. 2Economics and Econometrics19% of their works
  3. 3Management Science and Operations Research10% of their works
  4. 4Accounting7% of their works
  5. 5Strategy and Management2% of their works
  6. 6Mathematical Physics1% of their works

Research topics

Which keywords describe Aurelio Vasquez's research?

The keywords of their largest research topics: Asset Pricing, Stock Returns, Option Pricing, Stochastic Calculus, Economic Policy Uncertainty, Oil Price Shocks, Stock Market Prediction and Time Series Forecasting.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 16 words, with their numbers
  1. Asset Pricing261 topic
  2. Stock Returns261 topic
  3. Option Pricing121 topic
  4. Stochastic Calculus121 topic
  5. Economic Policy Uncertainty111 topic
  6. Oil Price Shocks111 topic
  7. Stock Market Prediction81 topic
  8. Time Series Forecasting81 topic
  9. Investment Under Uncertainty51 topic
  10. Real Options51 topic
  11. Corporate Governance31 topic
  12. Credit Spread Changes31 topic
  13. Default Risk31 topic
  14. GARCH Models31 topic
  15. Investor Protection31 topic
  16. Volatility31 topic

Where does Aurelio Vasquez work?

Aurelio Vasquez's main affiliation in the publication record is Instituto Tecnológico Autónomo de México, Mexico.

How many publications and citations does Aurelio Vasquez have?

OpenAlex counts 33 works and 584 citations for Aurelio Vasquez, an h-index of 10, ranking #1,421,896 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

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