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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.

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.

affaffiliation
fundfunder
venuejournal
aboutaboutness

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 15 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.

venueno affunlabeled
Extreme Values and Financial Risk
Stephen Chan, Saralees Nadarajah
2020· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
3
citations
venueno affunlabeled
Direct local linear estimation for Sharpe ratio function
Hongmei Lin, Tiejun Tong, Yuedong Wang, Wenchao Xu, Riquan Zhang
2021· article· en· Canadian Journal of Statistics· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
3
citations
venueno affunlabeled
A General Empirical Model of Hedging
Moawia Alghalith, Ricardo Lalloob
2012· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
3
citations
aboutno affunlabeled
A note on return distribution of UK stock indices
Ercan Balaban, Jamal Ouenniche, Danae Politou
2005· article· en· Applied Economics Letters· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
3
citations
affno abstractunlabeled
Intra-Daily FX Optimal Portfolio Allocation
Luc Bauwens, Walid Ben Omrane, Erick W. Rengifo
2006· preprint· en· SSRN Electronic Journal· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrow+research_integrityconsensus · none
3
citations
affno abstractunlabeled
Testing for Stationarity of Volatility Curves
Torben G. Andersen, Yingwen Tan, Viktor Todorov, Zhiyuan Zhang
2023· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
3
citations
affno abstractunlabeled
Stationary Threshold Vector Autoregressive Models
Galyna Grynkiv, Lars Stentoft
2018· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
3
citations
affunlabeled
Asset Allocation Models and Market Volatility
Éric Jacquier, Alan J. Marcus
2001· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
3
citations
venueno affunlabeled
Econometric Analysis of SOFIX Index with GARCH Models
Пламен Петков, Маргарита Шопова, Tihomir Varbanov, Evgeni Ovchinnikov, Angelin Lalev
2024· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
3
citations
venueno affunlabeled
Asymmetric Realized Volatility Risk
David E. Allen, Michael McAleer, Marcel Scharth
2014· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
3
citations
affunlabeled
Testing mean stationarity of intraday volatility curves
Torben G. Andersen, Yingwen Tan, Viktor Todorov, Zhiyuan Zhang
2025· article· en· Quantitative Economics· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
3
citations
fundno affno abstractunlabeled
The tail dependograph
Cécile Mercadier, Olivier Roustant
2019· article· en· Extremes· Economics, Econometrics and Finance
distilled prediction:candidate · insufficient_payloadconsensus · none
3
citations
affunlabeled
Shrinkage Realized Kernels
Marine Carrasco, Rachidi Kotchoni
2010· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
distilled prediction:candidate · research_integrityconsensus · none
3
citations
affvenueunlabeled
Volatility Forecast in Crises and Expansions
Sergii Pypko
2015· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
3
citations
affunlabeled
Local Likelihood Density Estimation and Value at Risk
Christian Gouriéroux, Joanna Jasiak
2001· preprint· en· RePEc: Research Papers in Economics· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrowconsensus · none
3
citations
venueno affunlabeled
Decay Factor as a Determinant of Forecasting Models
Grzegorz Mentel, Jacek Brożyna
2014· article· en· International Journal of Economics and Finance· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
3
citations

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