The 7 references without contexts in paper John Barkoulas, Christopher F. Baum (1996) “Fractional Dynamics in Japanese Financial Time Series” / RePEc:boc:bocoec:334

6
Barkoulas, J. T., W. C. Labys, and J. Onochie, 1997a, Long memory in futures prices, Financial Review,
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7
Barkoulas, J. T., W. C. Labys, and J. Onochie, 1997b, Fractional dynamics in international commodity prices, Journal of Futures Markets 17, 161-189.
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8
Booth, G. G., F. R. Kaen and P. E. Koveos, 1982, R/S analysis of foreign exchange markets under two international monetary regimes, Journal of Monetary Economics 10, 407-415.
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10
Quantitative Analysis 30, 23-42.
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14
Cheung, Y. W., K. S. Lai and M. Lai, 1993, Are there long cycles in foreign stock returns? Journal of International Financial Markets, Institutions and Money 3, 33-47.
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16
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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20
Helms, B. P., F. R. Kaen and R. E. Rosenman, 1984, Memory in commodity futures contracts, Journal of Futures Markets 4, 559-567.
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