Quest for Financial Bubble : A Study on Far East Asian Countries

This work focuses on various researches conducted on fractals. We have started from (Parkinson, 1980) and went up to (Ghosh, B., Le Roux, C., Verma, 2020). The purpose of this study is to examine the presence of herding and bubble in Far East markets using MFDFA. Various price determination methods like Random Walk, Long Memory, Tail Distribution, Hurst, Fractals, Power Law distribution, Pareto- Type Distribution etc were employed to determine the financial crashes in future and gather supporting evidences regarding the crashes which occured in the past. Accordingly, the reprecussion of crash on asian markets was placed upon. The practicability of Financial Reynolds number was projected