Mei Yu - Publications, H-index & Citations

Mei Yu

University of International Business and Economics

9H指数

58论文数

289被引数

收录论文 7

发表时间

Information and stock returns: Evidence from high-frequency data in China's ETF options market1 信息与股票回报：来自中国ETF期权市场高频数据的证据1

Pacific-Basin Finance Journal

IF5.3

2025-11-29

PREAI

Jingjing Meng; Wenjing Song; Mei Yu; Zixuan Qin

Pricing VIX Futures Under a Markov-Switching GARCH Framework 在马尔可夫切换GARCH框架下定价VIX期货

JOURNAL OF FUTURES MARKETS

IF2.3

2025-09-01

PREAI

Yin, Fangsheng; You, Yiling; Wang, Tianyi; Yu, Mei

Impacts of pandemic shocks on China's financial options volatility: Evidence from COVID-19 crisis 疫情冲击对中国金融期权波动率的影响：来自COVID-19危机的证据

PACIFIC-BASIN FINANCE JOURNAL

IF5.3

2025-06-17

PREAI

Meng, Jingjing; Qin, Qilin; Yu, Mei

Minimum-risk decision for the uncertain multiobjective cooperative task assignment problem of heterogeneous unmanned aerial vehicles 异构无人机的不确定多目标合作任务分配问题的最小风险决策

ENGINEERING APPLICATIONS OF ARTIFICIAL INTELLIGENCE

IF8

2025-05-14

PREAI

Zheng, Aoyu; Zheng, Mingfa; Zhong, Haitao; Gao, Zhichao; Mei, Yu

The dilemma phenomenon, logistics for monetary independence policy and foreign exchange reserves

SOFT COMPUTING

IF2.5

2019-12-09

PREAI

Mei, Yu; Kun, Zhang; Ralescu, Anca L.

Dynamic portfolio optimization with risk control for absolute deviation model

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2010-03-01

PREAI

Yu, Mei; Takahashi, Satoru; Inoue, Hiroshi; Wang, Shouyang

Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs 最优消费组合和非比例交易成本的无套利

ANNALS OF OPERATIONS RESEARCH

IF4.5

2005-03-01

PREAI

Chao, X; Lai, KK; Wang, SY; Yu, M

研究方向