Turiel, Antonio; Pérez-Vicente, Conrad J. - In: Physica A: Statistical Mechanics and its Applications 322 (2003) C, pp. 629-649
It has been recently noticed that time series of returns in stock markets are of multifractal (multiscaling) character. In that context, multifractality has been always evidenced by its statistical signature (i.e., the scaling exponents associated to a related variable). However, a direct...