  The inversion formula for conservative multifractal measures was unveiled
mathematically a decade ago, which is however not well tested in real complex
systems. In this Letter, we propose to verify the inversion formula using
high-frequency turbulent financial data. We construct conservative volatility
measure based on minutely S&P 500 index from 1982 to 1999 and its inverse
measure of exit time. Both the direct and inverse measures exhibit nice
multifractal nature, whose scaling ranges are not irrelevant. Empirical
investigation shows that the inversion formula holds in financial markets.
