Before revision:  On the base of this methodology, we propose a novel statistical procedure  to robustly estimate and test the multiscaling property and we name it RNSGHE.
After revision:  On the base of this methodology, we propose a novel statistical procedure based on GHE which we name Relative Normalized and Standardized Generalized Hurst Exponent (RNSGHE). This method is used to robustly estimate and test the multiscaling property and we name it RNSGHE.