“…Multifractal analysis is one of the most promising methods of studying empirical data representing natural and social systems as it is able to quantify complexity of such systems and express it in a relatively simple way with a small set of associated quantities. It has already been applied in many works to univariate and multivariate data sets from a number of different systems: Physics [ 54 ], biology [ 55 ], chemistry [ 56 ], geophysics [ 57 ], hydrology [ 58 ], atmospheric physics [ 59 ], quantitative linguistics [ 60 ], behavioral sciences [ 61 ], cognitive structures [ 62 ], music [ 63 ], songbird rhythms [ 64 ], physiology [ 65 ], human behaviour [ 66 ], social psychology [ 67 ] and even ecological sciences [ 68 ], but especially financial markets [ 69 , 70 , 71 , 72 , 73 , 74 , 75 , 76 , 77 ].…”