The 10 references without contexts in paper John T. Barkoulas, Christopher F. Baum, Nickolaos Travlos (1996) “Long Memory in the Greek Stock Market” / RePEc:boc:bocoec:356

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 N. Travlos, 1996, Chaos in an emerging capital market? The case of the Athens stock exchange, Applied Financial Economics forthcoming.
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4
Cheung, Y. and K. Lai, 1995, A search for long memory in international stock market returns, Journal of International Money and Finance 14, 597-615.
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6
Diebold, F. X. and P. Lindner, 1996, Fractional integration and interval prediction, Economics Letters 50, 305-313.
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7
Engle, R., 1982, Autoregressive conditional heteroscedasticity with estimates of the variance of U.K. inflation, Econometrica 50, 987-1008.
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8
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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9
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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10
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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13
Koutmos, G., Negakis, C. and P. Theodossiou, 1993, Stochastic behaviour of the Athens stock exchange, Applied Financial Economics 3, 119-126.
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21
Theodossiou, P., Koutmos, G. and C. Negakis, 1993, The intertemporal relation between the U.S. and Greek stock markets: A conditional tale analysis, International Journal of Finance 6, 492-508.
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