  The performance of the multifractal detrended analysis on short time series
is evaluated for synthetic samples of several mono- and multifractal models.
The reconstruction of the generalized Hurst exponents is used to determine the
range of applicability of the method and the precision of its results as a
function of the decreasing length of the series. As an application the series
of the daily exchange rate between the U.S. dollar and the euro is studied.
