Before revision:  In the literature, several methods have been proposed to study the multiscaling property and in this paper we use the generalized Hurst exponent (GHE) . 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:  In the literature, several methods have been proposed to study the multiscaling property and in this paper we use the generalized Hurst exponent (GHE) tool and we propose a novel statistical procedure to robustly estimate and test the multiscaling property and we name it RNSGHE.