2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/208458It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features. We propose a new method called multifractal detrended cross-correlation analysis (MF-DXA) to investigate the multifractal behaviors in the power-law cross-correlations between two records in one or higher dimensions. The method is validated with cross-correlated 1D and 2D binomial measures and multifractal random walks. Application to two financial time series is also illustrated.4 RevTex pages including 6 eps figuresData Analysis, Statistics and ProbabilityPhysics and SocietyStatistical Financetext