  Detailed study of multifractal characteristics of the financial time series
of asset values and of its returns is performed using a collection of the high
frequency Deutsche Aktienindex data. The tail index ($\alpha$), the Renyi
exponents based on the box counting algorithm for the graph ($d_q$) and the
generalized Hurst exponents ($H_q$) are computed in parallel for short and
daily return times. The results indicate a more complicated nature of the stock
market dynamics than just consistent multifractal.
