The 7 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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2
Barkoulas, J. T. and C. F. Baum, 1996, Long term dependence in stock returns, Economic Letters, forthcoming.
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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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7
Geweke J. and S. Porter-Hudak, 1983, The estimation and application of long memory time series models, Journal of Time Series Analysis, 4, 221-238.
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8
Granger, C. W. J. and R. Joyeux, 1980, An introduction to long-memory time series models and fractional differencing, Journal of Time Series Analysis, 1, 15-39.
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9
Greene, M. T. and B. D. Fielitz, 1977, Long-term dependence in common stock returns, Journal of Financial Economics, 5, 339-349.
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