U.K. Sterling/U.S. Dollar 01/10/81-28/06/85 kim, shephard and chib (1998), The Review of Economic Studies
945 
  -0.355531620227711
    1.42540904228202
  -0.443939876958876
    1.02565001671892
     1.6775789504837
   0.369004108745397
  -0.941009269863735
   -1.05188251290776
   -0.29565940096743
    0.10761367732105
   -1.77965740824866
   0.888361838718521
  -0.817220565572796
  -0.548547727667115
  -0.358176440229219
   0.605395354768123
  -0.909472990588245
   0.441989669815113
   0.330214939575912
   0.793546372449572
   0.597827867471645
    1.29207719471152
    0.10692329273152
   0.293450924202521
   0.159701923748601
  -0.212992625782493
   0.796393909228765
  -0.903060586008997
   0.532199233794073
   0.476569607301458
     1.0248414491368
   0.495502382954682
   -1.44113590715822
   0.368809690965877
   0.550676624303226
  -0.288071431372805
    0.41873916197307
   -0.10452052166583
    1.23676488086616
  0.0361448897643446
   0.950553078857286
   0.229855802899404
  -0.691158517405244
   0.154004137214159
  -0.772403428208424
   0.874941248010186
  -0.194911838481548
  -0.887015253156298
  -0.373657604296984
   -1.45598047049318
  -0.730703240579078
   -1.21369148291547
    1.36238249857461
    0.37076313658938
  -0.317712737467213
  -0.601113600868852
   0.335579722066781
   0.329157230717625
   0.291090205277655
  -0.116334421665587
 -0.0264585264144412
   0.738205303300843
   0.393236841772093
   0.859716119721154
   -0.59841469066787
   0.390676366154397
  -0.390676366154397
   0.364678705797394
   -1.54594982469303
  -0.635763730835759
  -0.292748046732205
  -0.991035297425569
   0.777588044562327
   0.128123015604842
    1.09302303229408
   -0.44955781121615
   0.132432809714433
  -0.797240470314198
     -1.234915022487
   0.485045413374952
   0.781881560513842
               -0.01
   0.478979095612897
  -0.879888359037306
  0.0803105383816005
  -0.262586898289696
  -0.107376795455971
  -0.112869862295728
  0.0483883984817246
  -0.847485572240825
    0.25445995160045
   0.113485921012912
  -0.541566446854735
  -0.489930212431344
  0.0272814078898453
   0.370290120335193
   0.119506777219536
    0.53062011986944
 -0.0702266187735945
  -0.813894888932176
  -0.382096534745302
   0.191230764463968
  -0.519908135126235
  -0.054884743419481
  -0.208837182956534
   0.280181477067432
   0.224676095279663
   0.632948039880266
  -0.709609964563518
  -0.825087188999563
  -0.104998489931618
   0.132611357703361
  -0.687059440299831
   0.288696625119278
  0.0831232211004562
   0.204742345268272
  0.0497388719530645
  -0.381965091150849
  0.0277277140276477
  0.0110889332559871
   0.265766171599902
  -0.332318223304851
  -0.863635399967611
  -0.336323186976639
  0.0785766443303304
  0.0504809725502708
   0.201669442614794
  0.0447602536427394
   -1.09112443601114
   -1.09744370423295
   0.882316809672268
   -0.42595549282276
   0.340909421077296
   0.147367254465658
  -0.573685933403978
   0.454675406761984
 -0.0964457000411478
   0.520834510713819
  0.0564493382192777
   0.225479238708914
  -0.163421748917258
   0.230966499881058
  -0.123866915223725
   0.505761123043857
    0.53109838323826
   0.194958981122173
   0.277855138472416
  0.0832062175310511
    0.92721013082594
   0.394758997208045
    0.48582207511334
  -0.239886714099136
   0.354175550725111
  -0.523532853079667
  -0.350550832771679
  0.0109733348074514
  -0.782114583873517
  -0.554478825647398
   -1.11826717471688
   0.895611919915207
   0.638802338926892
 -0.0221508473604803
  -0.255088032736994
  -0.155590162528352
  -0.289596994553976
  -0.290438095138057
 -0.0167818085589411
   0.452123233961432
               -0.01
  -0.306791483133684
  -0.447929080404608
  -0.342899237020511
  -0.700686598444278
   0.514692462819077
  -0.429670493690049
  -0.198497158610467
  -0.284252607541069
   -0.80023290712028
  -0.172314804268214
   -1.01113096043207
    1.18344576470029
  -0.604405351229842
   0.518285064580859
  -0.894279723013092
   -0.30181693350646
    0.53336551742299
    0.77754171427975
  -0.477327875265776
 -0.0692001642285001
 -0.0865676002697713
  -0.404975965692034
  -0.961125791011364
   0.128685090289971
   0.861422007981194
    0.66426237030468
  -0.606324941105796
  -0.202928030211735
  -0.273152757523021
               -0.01
    1.28951970475375
  -0.374154991100639
   0.638098224433836
               -0.01
   0.855925339566987
  0.0851909749094881
  -0.420981393155784
  -0.285453493671706
  -0.378050627833859
  -0.114843538318532
   0.515760455624914
   0.165624413200061
    -1.1016866073989
   -0.96820769680076
  -0.291715492750666
   -1.05727857124137
   0.940353682152961
  -0.722109575118612
  0.0765674272468653
   0.205852153268093
  0.0763515733212095
  0.0997564851085708
    1.54229741248595
  -0.573399387501139
    1.03436246245314
  0.0747062069626714
   0.886454576606643
   0.889952873733635
  -0.141183137950818
   -1.68119075769434
   -1.31318232187583
    0.30234338979972
   0.723068949314598
 -0.0230574130604233
  -0.607166406854986
    1.09599620390143
   -1.36315863484988
   0.180122648275227
  -0.459663917026765
  -0.637708757606548
   0.322287935348231
   0.274589019550264
  -0.508877183885648
    0.46802870200584
   0.128324795957746
  -0.303578959285866
   0.332720734226177
    -0.2508972346289
   -0.35700737300931
  -0.228920359413443
  -0.353211646430929
  0.0825277104138045
  -0.141517801789359
   0.165084643352498
  -0.816282776909716
  0.0890498441107446
   0.479503656643343
   0.453702572456693
   0.790517950711311
   0.163179708684147
   0.511123840282712
  -0.662639020783795
  -0.262781546295066
  -0.480629258853549
   0.410437398227148
 -0.0995228838402973
   -0.68175403641062
 -0.0235918609174379
   0.141467751268043
   -1.05996551250611
   0.380273779704854
 -0.0711912702113127
  -0.559425371358224
   0.053697683340348
  0.0953914100832676
   0.244025952122084
  -0.166587377887406
  -0.609211703206525
  -0.342065325886609
  -0.548541114442136
   0.199269411671021
   0.475431942988414
  -0.608234087340354
  -0.260078170005729
   -1.13897141366575
  -0.460476638674828
   -1.51917353539201
  0.0749484764332398
    1.20393659732773
   -1.68583507973671
 -0.0313725492769368
   0.350811610800533
   -0.91720708344209
   0.785796908403696
    1.09603787459027
   0.961545869944197
                0.01
 -0.0122691859549162
   0.550628494302174
  -0.673403218134416
  0.0245670066338244
  -0.190552351969359
  -0.846493979193808
   0.260271572841603
  -0.701800849569656
   0.936702360809444
    -0.3959421158793
   0.482345873646306
  -0.247066215856928
  -0.142339968953142
  -0.347416442247089
   0.149040579038801
  -0.966492324573837
   0.624611649695289
    1.17612002571308
  -0.184786008847959
  -0.277820830030268
   0.413363947325496
  -0.135543117295228
  -0.742577669684952
  -0.342199742859717
  -0.681657371957789
    -1.6513614323258
   0.718307128161638
   0.234081022963922
  -0.126462236265884
   0.630717953352639
  -0.979315992946539
   -0.20338128276588
  -0.178298569904206
   0.159210350458966
   -2.28489425300047
   0.324992161249821
    0.38860152529504
  -0.583470050747681
 -0.0650406526993497
  -0.757579380845752
                0.01
  -0.394089179987656
  0.0986679902444942
  -0.197433430371752
   0.525625388882706
   0.880775552015278
   0.201161613534367
  0.0518470523603987
   0.200653810162155
  -0.583659244445134
   0.648300487807824
 -0.0646412433626897
  -0.122933598996083
  -0.071241219294943
  -0.422010040361825
   -1.06617093921825
   0.137999036192893
   0.439013908261593
               -0.01
   -0.91300841122669
  -0.516010671298506
 -0.0663481977630165
   0.364371531692681
  0.0330589443984064
   0.382687191764985
  -0.853151565468818
  -0.132925714109228
   0.490945058271652
  -0.730657518243805
   0.399202126953746
   0.562822210745306
  -0.496443184079659
 -0.0530996959244023
   -1.14851689832423
   -1.14827333951875
  -0.169981342984943
  -0.539048079517512
   0.191387618228411
  -0.164024093635728
  -0.583092031079319
  0.0962728722412431
   0.630354947809342
    1.18818656924785
    1.28757143600452
    1.00769879503568
  -0.608709038443106
  -0.212596412786298
    1.37386573096822
   0.575616450669486
   0.637151885676079
  -0.669768735829884
   0.669768735829884
    0.83898523751762
                0.01
  -0.321854156179818
  -0.439390730182337
   0.252239567170442
    1.14962250043286
   0.363323853153535
  -0.446372377427223
  -0.288009415379881
   0.115303324541854
   0.987426401573682
   0.360679987298779
  -0.094789731891276
  -0.164515349684569
  -0.387044041431966
  -0.477936229181752
   0.223321196657228
  0.0382336078066148
  -0.248780149362143
  -0.480169942071951
  -0.276340910406925
   0.385381683213448
  -0.211776109953521
  0.0898991905405822
  -0.224899693188513
    1.08766267388137
   0.886923774077975
   0.735228121066428
  0.0438170956276629
   0.511861292350874
   -1.07039925321357
  -0.403582336162295
   -1.31660353114162
   0.847921946123892
  -0.273354481902172
  0.0763601691574245
   0.690947568354389
  -0.519350081142972
   -1.49060751811474
   -1.49353425575458
  -0.590552897404134
   0.636338946540982
  -0.242249766553326
   0.261865943423378
   0.150262988453498
 -0.0457083164443761
    0.67695370151557
   0.394937550015284
  -0.226412749953936
  -0.917348094033743
  -0.196270916784874
   0.496473452493246
  -0.130412120726092
  -0.176326576297065
  -0.065385120676531
    0.69741198430231
   0.110357374308295
 -0.0843799744999152
  -0.344749422662566
  -0.241380552336551
  0.0718226664024213
  -0.124089752395645
  -0.899339766911572
   0.342308279743314
 -0.0657375779655578
   0.505068142633158
  -0.130941487872283
  -0.387279357660275
  -0.111867875977212
   0.499147233637487
  0.0131018670347871
                0.01
  -0.406931514547731
  -0.567209013126385
  -0.211878514012676
  -0.265481008119639
   -1.03544797662705
  -0.316104779474741
  0.0202067828121599
   0.383155108619004
  -0.598904922621113
  -0.222980598487083
   0.344397139541358
   0.349933062335256
   0.942740910587048
   0.927343202567044
   0.361973477594002
  -0.256536894514925
   0.551725537475467
   0.111289330984826
  -0.334240243008943
    -1.1222721433886
  -0.646044406251139
 -0.0400989111835559
  -0.160556630690967
   0.427579486278856
  -0.273707570988618
   0.380317389188384
 -0.0932773736763204
  -0.917406909738355
   0.369313832555385
    0.20087050610807
   0.480449342712452
  -0.587530065031006
  -0.207795764685426
   0.214491670141742
   0.247433837410943
   0.552837189151462
   0.338185395755902
  -0.364758172103052
  -0.499551443498941
   0.220110143894137
   0.219626723003369
  -0.486489247111271
    0.22021296143459
               -0.01
  -0.340556571005773
  -0.765464020935114
   -0.47294189903706
   0.547058400088485
   0.477071289511288
   0.973925382187979
   0.357829551513372
  -0.324643343396774
  -0.126166224113261
  -0.386126569881823
  -0.146852706452938
   0.360072403437001
  -0.086565678786793
  -0.193378515234799
  0.0667244970375291
   0.146637365474422
  -0.206687408980355
  0.0733896019863289
  -0.126797707935733
  -0.180463237827566
   0.120345003492933
  -0.153799889891071
               -0.01
  -0.449408812191598
  0.0739222506025428
  -0.242130868901025
  0.0403958801696025
  -0.121236628307053
   0.114505114723684
   0.195030156980502
  -0.168106821016567
  0.0605510160795297
  -0.175025288706387
   0.134662018733572
  -0.499157866089212
  -0.562846906842707
  -0.176967103086212
   0.108939889578452
  -0.054455109915541
  -0.204471172656173
  -0.423903273908549
   0.143781476962751
  -0.328947665039869
   0.656816811209693
  -0.471650623132575
  -0.205761389468023
  -0.405903347017728
 -0.0413707514691886
  -0.158746625462219
   -0.41531173421398
  -0.333495758269708
  -0.215975281638914
  -0.882667727189984
  -0.190160989796589
   0.154973262912533
  -0.267832130785028
   0.155148127031068
   0.021137925039072
   0.288438062720969
   0.231554676664425
   0.433597434343536
    0.11856192761725
   0.853667952713955
   0.344946875325747
   -1.47081879998787
   -1.03977331311977
  -0.268722317141862
  -0.340474154979786
  -0.555754903891564
   0.463343310323716
  -0.634968066409314
 -0.0286327847339118
    0.96185416128568
   0.445718662132766
  -0.063552591907079
  -0.588007786800293
   0.919449153648438
   -1.26821636720815
   0.519149194292373
  -0.819063729297015
   0.321302621921804
   0.426803891597333
  -0.298571345707627
   0.106734987184992
  -0.199330883968002
   0.256209662607754
   0.962021991107509
   0.210970542384958
    0.25958551076527
  -0.964558469209992
 -0.0353794449117595
   0.740352403356481
  -0.641321483471319
   0.275355841718272
   0.260536006262435
    0.95882037704621
   0.804721650991069
   0.186380477106113
  -0.255498533493381
  0.0760272352341107
   0.537450477188517
   0.527741878012794
   0.293505551815998
               -0.01
    1.54192545679933
   0.093909317338875
  -0.726737604013011
    0.28998233221269
 -0.0538865700766888
  -0.256358502403226
 -0.0608128671736541
  -0.828021562684311
  -0.464513438562564
  -0.301721411093681
   0.452241417618376
   0.823834446694699
   -1.23487839050874
  -0.592125112034525
  -0.442937951669881
  -0.208304477487065
   -0.49472281511167
  -0.181780096200329
    0.59305947416381
   0.277874440695136
   0.594828147539261
  -0.269309281299807
   0.365807772383314
  -0.691326638622769
    -0.1457878004753
  -0.781144995869432
   0.244763925127223
   0.195380705513776
  -0.419141375059173
   0.440052398729973
  -0.125531782995569
   0.542836603357449
  -0.264090778272141
  -0.663294454885965
  -0.329790145586512
 -0.0562429711114032
  -0.246435611428003
   0.190160989796589
  -0.677777234575705
  0.0920516970647212
  -0.461108184084957
 -0.0497848593192407
  -0.678113880141906
 -0.0143256213983423
   0.200372186690312
   0.335439061271636
   0.617965528030923
   -2.14723394249524
   0.101236540571958
 -0.0867679013222433
   0.151794456122539
   0.101068446374014
  -0.028866277172368
   0.482414443153312
   0.415741405918935
   -0.70346998882721
   0.395413721998045
  -0.294614519856873
  -0.353242626622685
  -0.681162054000622
   0.608918155467658
  0.0216786502276134
  0.0433432066310302
   0.137129681190767
    0.64701879205441
    0.42903176284661
   -0.32875958713377
    0.17166158281624
 -0.0285898079282754
  -0.336543943008649
   0.107530746230017
  -0.646925775478002
  -0.137109889781906
  0.0866175887848986
  -0.564360082674087
  -0.188830036499654
  0.0218062875659675
  -0.575824325127489
  -0.241519493842773
 -0.0879700958424989
  -0.846994568273368
   0.096107647955046
  -0.355319050267522
   0.111172885269051
   0.465581153619399
   -0.50262505106099
   -1.00540783614682
                0.01
  -0.751318335078321
   -0.52930180284933
   -0.72284887695479
  -0.191095032354477
    0.16818290028035
               -0.01
   0.920053633058121
   0.302297690910625
  -0.188828939373914
  -0.591448493912849
   0.599008501476456
  0.0982281238073535
  -0.492108348228054
   0.272851465320384
   0.851646252336513
  -0.150206562225574
   -1.43832911108154
  -0.229007733672792
   0.190876179349925
  -0.750328916450349
   0.857060648775027
   0.955493733337598
  -0.188857468786807
   -1.27845893184615
   0.382205021150689
  0.0305133879856201
  0.0305040801572398
  -0.504511083872733
    1.50596092220147
  -0.309983992974489
   0.521129535562287
  -0.294217706863664
  -0.264780576074325
  -0.508829652984177
  -0.373775178667163
   0.198503653515553
  -0.198503653515553
   0.167990265529933
   0.266676983826764
  -0.251419126000402
 -0.0839470419810195
  -0.574252181029572
  -0.747623814486253
  -0.613046579123111
  -0.109034278714851
  -0.413852931293529
  -0.344881984736151
   0.196101564981205
   0.242633077981372
  -0.863631025381315
  -0.173624856180973
   -1.80127608688843
   -1.20556498740035
   0.810705696818045
   -1.34121091978736
    1.34121091978736
   0.844226119616356
   -1.00584231641069
  -0.429550443680132
    1.43539276009082
  -0.828078856542358
 -0.0161472630739984
     0.2177683644811
   0.722488492348677
  -0.617805952692821
  -0.670249208381729
   0.161917133820647
  -0.494669135043363
  -0.464453880348192
   0.065316788736286
    0.26898170026135
     -1.715899412855
  -0.281947280233635
 -0.0581467807220737
   -1.26261136346742
   0.361177999617093
   0.501799162843081
   0.855593540173849
    1.04497597952214
   0.432883430089734
  -0.473818385018868
  -0.913098105671606
   0.165139167245953
     0.3787883316937
   0.688019750672164
    2.21190806588949
   0.731846397467578
  0.0633864215819263
   0.985229644301158
  -0.455939788348586
  -0.331465854742005
   0.157977915951846
   0.770504637440528
   -1.11046622509097
  -0.110935035148704
  -0.087249658519245
  -0.948781285094985
  -0.240616092990242
   -1.68438673348805
   0.366823317381254
  -0.734997183873268
   -1.61127220659944
   0.697271854663847
    -0.9474804922876
  0.0667835403400568
   0.449626069721826
  -0.834241928469648
    1.06658789640937
 -0.0829187443860596
  -0.124507175245944
  -0.124662388885016
   0.174483862970445
   -0.16616820041524
  -0.283121181708024
  -0.602209916309296
   -0.20154524793497
  0.0588260027888698
  -0.404074966837384
  -0.745071603557687
  -0.528290253891775
   0.085397101688478
   0.425895021956693
  -0.939374969160545
  -0.171747573346542
   -0.47383246094059
   -1.08531562393903
    0.56583393622863
  0.0433933614967186
  -0.687826489580171
   0.444580778469253
  -0.645726501979299
  -0.861619538271236
  -0.265252144913122
   -1.47159846325131
   0.680518385563936
   0.169408448522522
  -0.160485055842707
  0.0802747222343247
    0.34711440664613
 -0.0799964488685509
  -0.964982470253323
   0.304796291545352
  -0.286841358379225
  -0.116764732357459
   0.448350822791094
   0.757613142895246
    0.31029769123648
  -0.150595767487891
   -1.21300095924081
  -0.107739281386031
 -0.0718907291925863
   0.385806409193662
  -0.349854584251327
    -1.5668481573712
  -0.549200465084665
  -0.349393514686794
   0.541956959637677
   0.993581848681778
   -0.89286307443014
  0.0457477477213211
  -0.587157650172024
   0.110354986369535
   -1.20204868541249
   -1.97282114604554
   -1.14505067879954
    4.41179006196482
  -0.644866352653355
   -0.97516444927953
 -0.0280020536668923
  -0.937917211337817
  -0.633362234475524
   0.821650748020622
   0.497256736016682
    1.55085060255743
   0.441339443841283
  -0.551979322359787
  -0.332656008113107
   0.424864405609937
    1.77222140814395
    2.82111192250972
   0.193474688792705
    4.53452231862765
   -1.59109653129714
  -0.187857625052704
   0.655963505570101
    3.81522200352236
   0.122524009610106
   0.407332538763575
   -0.48899852941918
   -1.19171330221894
   0.741354301517888
   -2.03115791127135
   0.442903828512806
    1.75225575953393
    2.07580631158072
    0.32848645488901
    2.41032649343141
  -0.328484575048754
   0.344099815555185
    0.94021439347671
  0.0541230151998862
  -0.643637598667041
   -1.63931668271661
   -3.29611832272934
   -1.35776617851948
   0.783994112604569
   0.794207310501027
   0.998101360082668
    -1.3821358231619
  -0.204876121652359
  -0.947874395454384
  0.0827814616809863
   0.124043844724914
    1.84242673260584
   0.364446647564284
    1.28515825035802
    1.42633162933858
  -0.512720507943418
   -0.80991390793908
   0.612011607052948
    1.92275886206403
   -1.33022305770656
 -0.0945701071349309
  -0.958613005310349
   0.341717660769411
  -0.692595213737338
   0.890732785988993
   0.827917206902071
    1.01563373022871
   0.465297466078535
   -0.85470605784583
   -1.67608282961708
    0.86908977145512
    -0.2914879757168
   -0.64904454535375
     0.4911289973378
  -0.126512233209825
    0.11860990597034
    1.02992380184573
  -0.148722190928438
    1.50823040902631
    1.12024496931765
   -2.55800045275369
   0.195503483580331
    0.42876697922814
 -0.0933924886934168
   0.891444219684684
  -0.945963478015507
    2.18840602683325