Multifractality and heteroscedastic dynamics: An application to time series analysis C. M. Nascimento, H. B. N. Júnior, H. D. Jennings, M. Serva, Iram Gleria and G. M. Viswanathan EPL, 81 1 (2008) 18002 Published online: 03 December 2007 DOI: 10.1209/0295-5075/81/18002