Before revision:  We show that the qMST graphs can complement \rho_q in detection of "hidden" correlations that cannot be observed by the MST graphs based on \rm DCCA and, therefore, they can be useful in many areas where the multivariate cross-correlations are of interest (e. g. , in portfolio analysis)\ne  .
After revision:  We show that the qMST graphs can complement \rho_q in detection of "hidden" correlations that cannot be observed by the MST graphs based on \rm DCCA and, therefore, they can be useful in many areas where the multivariate cross-correlations are of interest . We apply our method to data from the stock market and obtain more information about correlation structure of the data than by using q=2 only. We show that two sets of signals that differ from each other statistically can give comparable trees for q=2, while only by using the trees for q\ne .