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4,299,418 works, Canadian by any of four routes.

Every filter state is a URL; the URL is the query; the query is citable via /q/⟨hash⟩. The page, the API and the export parse the same parameters.

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The current cohort, streamed from the database: every work column, the machine labels, the provisional scores, and the per-row validation status. Exports are capped at 100,000 rows. Mints a permanent /q/ link for this exact query. The same filters always produce the same link, whoever asks.

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Financial Risk and Volatility Modeling
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Direct Codex and Gemma labels are unvalidated and sparse. Distilled predictions cover the full frame and are also unvalidated. Choose the evidence source explicitly; absence of a direct label is never a negative label.

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The four routes compose: require the funder route and exclude affiliation to get the funder-only stratum no affiliation-based frame ever sees.

1,344 results · 1 filter active ·
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20002025
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Machine labels · sparse coverage
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An unlabeled work is unknown, not a negative. Label coverage is reported on every query.
1,344 works in the cohort · of 4,299,418page 10 of 27

Labels cover 1 of 1,344 works in this cohort. The rest are unlabeled, which is not a negative label: the label table is sparse today and grows as labeling rounds land.

Distilled predictions cover 1,344 of 1,344 works in this cohort. Predictions are machine_predicted_unvalidated teacher distillation outputs. Candidate is the union; consensus is the intersection.

affunlabeled
Robust Conditional Variance and Value-at-Risk Estimation
Debbie J. Dupuis, Nicolas Papageorgiou, Bruno Rémillard
2014· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
10
citations
affno abstractunlabeled
Beta forecasting at long horizons
Tolga Cenesizoglu, Fabio de Oliveira Ferrazoli Ribeiro, Jonathan J. Reeves
2017· article· en· International Journal of Forecasting· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
9
citations
affno abstractunlabeled
Realized Volatility
Torben G. Andersen, Luca Benzoni
2008· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
9
citations
affunlabeled
Evaluating Value-at-Risk models via Quantile Regression
Wagner Piazza Gaglianone, Luiz Renato Lima, Oliver Linton, Daniel R. Smith
2009· preprint· en· London School of Economics and Political Science Research Online (London School of Economics and Political Science)· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrow+sts+research_integrityconsensus · sts
9
citations
affunlabeled
Extremes for multivariate expectiles
Véronique Maume‐Deschamps, Didier Rullière, Khalil Said
2018· article· en· Statistics & Risk Modeling· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
9
citations
venueno affunlabeled
Pseudo‐likelihood estimation in ARCH models
K. Mukherjee
2006· article· en· Canadian Journal of Statistics· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
9
citations
affunlabeled
Exchangeable FGM copulas
Christopher Blier-Wong, Hélène Cossette, Étienne Marceau
2023· article· en· Advances in Applied Probability· Economics, Econometrics and Finance
distilled prediction:candidate · insufficient_payloadconsensus · none
9
citations
affunlabeled
Generalized information matrix tests for copulas
Artem Prokhorov, Ulf Schepsmeier, Yajing Zhu
2019· article· en· Econometric Reviews· Economics, Econometrics and Finance
distilled prediction:candidate · insufficient_payloadconsensus · insufficient_payload
8
citations
afffundunlabeled
Extremal behavior of Archimedean copulas
Martin Larsson, Johanna Nešlehová
2011· article· en· Advances in Applied Probability· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
8
citations
afffundunlabeled
Grouped Normal Variance Mixtures
Erik Hintz, Marius Hofert, Christiane Lemieux
2020· article· en· Risks· Economics, Econometrics and Finance
distilled prediction:candidate · insufficient_payloadconsensus · none
8
citations
affunlabeled
A hidden Markov regime-switching smooth transition model
Robert J. Elliott, Tak Kuen Siu, John W. Lau
2018· article· en· Studies in Nonlinear Dynamics and Econometrics· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrowconsensus · none
8
citations
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