Intermittent avalanches have been found to characterize dynamical critical phenomena in many systems which have been termed Self Organized Critical. So far, most theoretical and numerical attempts to characterize the probability distributions of various avalanche quantities relied on the assumption of standard finite size scaling (FSS). In the present talk we show that a crossed statistical analysis, applied to the case of the Bak Tang Wiesenfeld model of sandpiles and inspired by the multifractal scaling picture, unveils the key role played by the fluctuating avalanche fractal dimension in the description of such scaling phenomena and solves some recently raised controversies about universality in the context of sandpile models. The strong analogies between the concept of "trading time" in the financial literature and the avalanche dynamics suggests to apply the same technique, to the analysis of the MIB30 stock index fluctuations. Remarkably, it is shown to provide a useful and efficient method to discuss the effects of non linear time dynamics on risk evaluation.

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