Essays of Multifractal Analysis on Financial Markets

This dissertation consists of three different essays that focus on exploring the multifractal behaviour in the financial markets. Examining the market efficiency and multifractality helps in better understand the behaviour and dynamics of an economy. This information is useful for policymakers and investors in planning their investment and hedging strategies. The market efficiency information is also playing an important character in economic development, in particular, asset allocation, capital formation, and wealth distribution.