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We provide an alternative method for analysis of multifractal properties oftime series. The new approach takes into account the behaviour of the wholemultifractal profile of the generalized Hurst exponent $h(q)$ for all momentorders $q$, not limited only to the edge values of $h(q)$ describing in MFDFAscaling properties of smallest and largest fluctuations in signal. The meaningof this new measure is clarified and its properties are investigated forsynthetic multifractal data and real signals taken from stock market. We showthat the proposed new measure is free of problems one can meet in realnonstationary signals, while searching their multifractal signatures.

New measure of multifractality and its application in finances