understand the volatility by using Hurst exponent. The analysis focuses on finding the average volatility of the time series of … each interval and calculates its volatility functions and determines the Hurst exponents based on the power law of … volatility functions. The study also shows the past evidence of financial crashes by using various methods like Long Memory Tail …

herding behavior and market risk. Moreover, speculators' orders depend on price trends, market misalignments and fundamental … news. Using a mix of analytical and numerical tools, we show that a herding-induced market entry wave may amplify excess … demand, triggering lasting volatility outbursts. Eventually, however, higher stock market risk reduces stock market …