Scaling analysis of the magnitude series (volatile series) has been proposed recently to identify possible non-linear/multifractal signatures in the given data [Y. Ashkenazy, et al. Phys. Rev. Lett. 86 (2001) 1900; Y. Ashkenazy, et al. Physica A 323 (2003) 19; T. Kalisky, Y. Ashkenazy, S. Havlin....

Detrended fluctuation analysis (DFA) [C.-K. Peng, S.V. Buldyrev, A.L. Goldberger, S. Havlin, F. Sciortino, M. Simons, H.E. Stanley, Nature 356 (1992) 168] of volatility series has been proposed to identify possible nonlinear/multifractal signatures in the given empirical sample [Y. Ashkenazy,...