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The dispersion features of a graphene-coated semiconductor nanowire operating in the terahertz frequency band are consistently studied in the framework of a special theory of complex waves. Detailed classification of the waveguide modes was carried out based on the analysis of characteristics of the phase and attenuation constants obtained from the complex roots of characteristic equation. With such a treatment, the waves are attributed to the group of either "proper" or "improper" waves, wherein their type is determined as the trapped surface waves, fast and slow leaky waves, and surface plasmons. The dispersion curves of axially symmetric TM_0n and TE_0n modes, as well as nonsymmetric hybrid EH_1n and HE_1n modes, were plotted and analyzed in detail, and both radiative regime of leaky waves and guided regime of trapped surface waves are identified. The peculiarities of propagation of the TM modes of surface plasmons were revealed. Two subregions of existence of surface plasmons were found out where they appear as propagating and reactive waves. The cutoff conditions for higher-order TM modes of surface plasmons were correctly determined.