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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
2014
Highly Cited
2014
National Gay Men’s HIV/AIDS Awareness Day — September 27, 2014
Highly Cited
2010
Highly Cited
2010
Efficient computer implementation of coupled hydro-thermo-mechanical analysis
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… 
Highly Cited
2005
Highly Cited
2005
Incorporating predation interactions in a statistical catch-at-age model for a predator-prey system in the eastern Bering Sea
Virtual population analysis and the statistical catch-at-age methods are common stock assessment models used for management… 
Highly Cited
2005
Highly Cited
2005
Numerical modeling and electromagnetic resonant modes in complex grating structures and optoelectronic device applications
An extended surface impedance boundary condition algorithm is developed that allows for the optical properties of a wide variety… 
Highly Cited
2004
Highly Cited
2004
High-performance solar-blind photodetectors based on Al/sub x/Ga/sub 1-x/N heterostructures
Design, fabrication, and characterization of high-performance Al/sub x/Ga/sub 1-x/N-based photodetectors for solar-blind… 
2004
2004
Walen and slow-mode shock analyses in the near-Earth magnetotail in connection with a substorm onset on 27 August 2001
plasma density N � 0.3 cm � 3 and the plasma ion b � 1.5. The Walen analysis applied to the tailward flow interval from 0400:36… 
Review
2000
Review
2000
Substance Abuse Treatment as HIV Prevention for Men Who Have Sex with Men
Substance abuse is a prominent risk behavior associated with HIV transmission, particularly for men who have sex with men (MSM… 
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… 
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