The 3 references without contexts in paper John Barkoulas, Christopher F. Baum (1996) “Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates” / RePEc:boc:bocoec:317

1
Agiakloglou, C., P. Newbold, and M. Wohar, 1993, Bias in an estimator of the fractional difference parameter, Journal of Time Series Analysis, 14, 235246.
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3
Barkoulas, J. T., W. C. Labys, and J. Onochie, 1996, Long memory in futures prices, Financial Review, forthcoming.
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6
Fang, H., K. S. Lai and M. Lai, 1994, Fractal structure in currency futures prices, Journal of Futures Markets, 14, 169-181.
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