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Markov switching multifractal

Known as: MSM 
In financial econometrics, the Markov-switching multifractal (MSM) is a model of asset returns that incorporates stochastic volatility components of… 
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Related topics

Related topics

4 relations
Brownian motionMarkov chainMultifractal systemTime series

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2010
Highly Cited
2010
Efficient computer implementation of coupled hydro-thermo-mechanical analysis
Review
2009
Review
2009
Narcissism, self-evaluations, and partner preferences among men who have sex with men
Highly Cited
2007
Highly Cited
2007
Optimized Design of Plasmonic MSM Photodetector
We present an optimized design for a plasmonic metal-semiconductor-metal photodetector with interdigitated electrodes with… 
2000
2000
Design and analysis of long absorption-length traveling-wave photodetectors
Long-absorption-length traveling-wave-photodetectors (TWPDs) are requisite for high-power and high-speed applications. In the… 
Highly Cited
1999
Highly Cited
1999
Nanoscale GaAs metal–semiconductor–metal photodetectors fabricated using nanoimprint lithography
GaAs metal–semiconductor–metal photodetectors (MSM PDs) with a variety of nanoscale finger spacings and widths were fabricated… 
1995
1995
Monolithically integrated photonic switching device using an MSM PD, MESFETs, and a VCSEL
We have fabricated a photonic switching device that monolithically integrates a metal-semiconductor-metal photodetector, metal… 
Highly Cited
1993
Highly Cited
1993
Search For A Non-minimal Higgs boson Produced In the Reaction e+e- -> hZ*
1992
1992
Tera‐hertz GaAs metal‐semiconductor‐metal photodetectors with 25 nm finger spacing and finger width
We have fabricated metal‐semiconductor‐metal (MSM) photodetectors with the smallest finger spacing and finger width of 25 nm on… 
Highly Cited
1991
Highly Cited
1991
375‐GHz‐bandwidth photoconductive detector
We report the development of a new, integrable photoconductive detector, based on low‐temperature‐grown GaAs, that has a response… 
Highly Cited
1988
Highly Cited
1988
An investigation of the optoelectronic response of GaAs/InGaAs MSM photodetectors
It is shown that the planar metal-semiconductor-metal photodetectors on InGaAs/InP with a strained GaAs top layer are promising… 
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