Yiu Kuen Tse, "The Conditional Heteroscedasticity of the Yen-Dollar
Exchange Rate", Journal of Applied Econometrics, Vol. 13, No. 1, 1998,
pp. 49-55.

The DOS file tse.dat, which is zipped in tse-data.zip, contains daily data
of the yen-dollar exchange rate (in yen per dollar) from 1978 January
(78/01/03) through 1994 June (94/06/29), totalling 4067 observations. 

Y.K. Tse
Department of Economics and Statistics
National University of Singapore
e-mail: ecstseyk@leonis.nus.sg