“…The scale-free concept postulates that a large continuum of scales, rather than a small set of specific scales, all contribute to temporal dynamics. It has permitted significant contributions and successful analyses of numerous real-world applications very different in nature (cf., e.g., [4][5][6][7][8][9][10][11]). However and surprisingly, despite the fact that in many recent applications several time series are collected that need to be analyzed jointly, multifractal analysis remained univariate in essence, that is, even when several time series are jointly available, their analysis is conducted independently on each single one (see a contrario a few notable exceptions in, e.g., [12,13]).…”