Calibration results for the fit of the de-drifted linear model (13) on the four asset classes (calibration step 3. in Sect 4.3).

First group: stock indices, second: commodities, third: bonds, fourth: currencies. The data for some of the assets, esp. commodities, goes back 200 years. is the predictive log-likelihood normalised by the series length. Std. deviations for all values are listed in Table IV in Appendix B in S1 Appendices. for all assets.