Iš Verbeek, A guide to Modern Econometrics, 270 psl.

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The files garch contain 1867 daily observations on exchange rates of the US dollar against the Deutsch Mark, Canadian Dollar, Swiss Franc, ..., from January 1980 to 21 May 1987. The data are irregalur because no observations are available for weekends and holidays. 
The following variables are available:

date day bp cd dm jy sf

variable labels:

date: date of observations (yymmdd)
day:  day of the week (1=monday)
bp:    exchange rate $/Britisch pound
cd:    exchange rate $/Canadian dollar
dm:   exchange rate $/Deutsch Mark
jy:    exchange rate $/Yen
sf:    exchange rate $/Swiss Franc

variable means:
                                                                                
Variable |     Obs        Mean   Std. Dev.       Min        Max                 
---------+-----------------------------------------------------                 
    date |    1867    832741.6   21379.66     800102     870521                 
     day |    1867    3.019282   1.403812          1          5                 
      bp |    1867    1.668834   .3602577      1.053     2.4545                 
      cd |    1867    .7886914   .0481982      .6927      .8746                 
      dm |    1867    .4290612   .0744474      .2906      .5861                 
      jy |    1867    .0046328   .0008254    .003595    .007215                 
      sf |    1867    .5049556   .0765759      .3417      .6915