  The multifractal structure of the temporal dependence of the Deutsche
Aktienindex (DAX) is analyzed. The $q$-th order moments of the structure
functions and the singular measures are calculated. The generalized Hurst
exponent $H(q)$ and the $h(\gamma(q))$ curve indicate a hierarchy of power law
exponents. This approach leads to characterizing the nonstationarity and
intermittency pertinent to such financial signals, indicating differences with
turbulence data. A list of results on turbulence and financial markets is
presented for asserting the analogy.
