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… (More)
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Papers overview

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Review
2016
Review
2016
BACKGROUND Mobile technologies are a useful platform for the delivery of health behavior interventions. Yet little work has been… (More)
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Review
2015
Review
2015
Traditional approaches to action control assume the existence of a more or less unitary control system that struggles with, and… (More)
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Highly Cited
2014
Highly Cited
2014
In this thesis, we study the problem of face recognition based on image sets. The main objective of our work is to develop set… (More)
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2013
2013
We propose and illustrate a Markov-switching multifractal duration (MSMD) model for analysis of inter-trade durations in… (More)
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2013
2013
We propose and illustrate a Markov-switching multifractal duration (MSMD) model for analysis of inter-trade durations in… (More)
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Highly Cited
2008
Highly Cited
2008
A critical challenge for the convergence of optics and electronics is that the micrometre scale of optics is significantly larger… (More)
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2007
2007
In this paper, we consider daily financial data of a collection of different stock market indices, exchange rates, and interest… (More)
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2006
2006
Multifractal processes have recently been proposed as a new formalism for modelling the time series of returns in finance. The… (More)
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Highly Cited
2005
Highly Cited
2005
The development of new terahertz (THz) sources is of great importance for a large variety of scientific and technological… (More)
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Highly Cited
1998
Highly Cited
1998
We present a face recognition method using image sequence. As input we utilize plural face images rather than a `single-shot', so… (More)
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