The 1 linked reference in paper John T. Barkoulas, Christopher F. Baum, Nickolaos Travlos (1996) “Long Memory in the Greek Stock Market” / RePEc:boc:bocoec:356

  1. Engle, R., 1982, Autoregressive conditional heteroscedasticity with estimates of the variance of U.K. inflation, Econometrica 50, 987-1008.