Aurelio Vasquez

16 papers and 480 indexed citations i.

Aurelio Vasquez has authored 16 papers that have received a total of 480 indexed citations. This includes 16 papers in Finance, 7 papers in Economics and Econometrics and 5 papers in Management Science and Operations Research. The topics of these papers are Financial Markets and Investment Strategies (15 papers), Stochastic processes and financial applications (8 papers) and Market Dynamics and Volatility (5 papers). Aurelio Vasquez is often cited by papers focused on Financial Markets and Investment Strategies (15 papers), Stochastic processes and financial applications (8 papers) and Market Dynamics and Volatility (5 papers) and collaborates with scholars based in Mexico, Canada and United Kingdom. Aurelio Vasquez's co-authors include Kris Jacobs, Diego Amaya, Peter Christoffersen, Jie Cao and Xintong Zhan and has published in prestigious journals such as Journal of Financial Economics, Management Science and Journal of Banking & Finance