zenodoopen
Values, distributions and approximations of the empirical liquidity cost function for various futures contracts.
<p>The figures presents the values, distributions and approximations of the empirical liquidity cost function for various futures contracts. The raw data was obtained from the LOB snapshots for the cash-settled futures contracts on the RTS index (RI), on Brent oil (BR) and FX-rate of US dollar versus Russian ruble (Si). The data corresponds to the period from 05 May 2020 to 26 Feb 2021. The tables summarize the results.</p>
ShareScore
44/100
Overall dataset sharing score
Score breakdown
These five areas show where the dataset supports — or may limit — practical reuse.
- Stewardship
- 8
- Harmonization
- 4
- Access
- 20
- Reuse readiness
- 8
- Engagement
- 4
Topics
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