Documentation for dmadj.dat The file contains weekly observations from 1975 to 1990 on the German mark/US dollar exchange rate. Reference: Bansal, Ravi, A. Ronald Gallant, Robert Hussey, and George Tauchen (1992), "Nonparametric Estimation of Structural Models for High-Frequency Currency Market Data," Journal of Econometrics 66, 251--287.