Before revision: We propose a modified algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that  is able to consistently identify and quantify  multifractal cross-correlations between two time series.
After revision: We propose a modified algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that constitutes a consistent extension of the Detrended Cross-Correlation Analysis (DCCA) and is able to consistently identify and quantify multifractal cross-correlations between two time series.