An estimate of the low
q-moment values of the assumed multifractal spectrum of Gold price, Dow Jones Industrial Average (DJIA) and Bulgarian Lev -
USA Dollar (BGL-USD) exchange rate over a 6 1/2 year time span has been made. The findings can be compared to the analysis
made on 23 foreign currency exchange rates by Vandewalle and Ausloos but there is a clear indication of some differences.
Comparison to fractional Brownian motion is made. The analysis shows that these three financial data are not likely fractal
but rather multifractal indeed.
PACS. 05.40.+j Fluctuation phenomena, random processes, and Brownian motion - 01.75.+m Science and society
Received 17 October 1998 and Received in final form 2 November 1998