Data from Chernov, Mikhail, A. Ronald Gallant, Eric Ghysels, and George
Tauchen (2003), "Alternative Models for Stock Price Dynamics," Journal
of Econometrics 116, 225--257 .

Written using

	write(13,'(i4,1x,i2,1x,i2,f10.2,e27.17)') yy,mm,dd,djia,delta

where yy is year, mm is month, dd is day, djia is the Dow Jones
Industrial Average for that day, and delta is the log of that day's
return minus the log of its predecessor times 100.