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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.

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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 3 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. The Gemma side is a direct model label for every work (title-only); the Codex side is a distilled, calibrated classifier. Candidate is the union; consensus is the intersection.

affno abstractunlabeled
Tail Risk of Multivariate Regular Variation
Harry Joe, Haijun Li
2010· article· en· Methodology And Computing In Applied Probability· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
63
citations
affunlabeled
Traffic modeling based on FARIMA models
Jiakun Liu, Yantai Shu, Lianfang Zhang, Fei Xue, Ou Yang
2003· article· en· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
61
citations
venueno affunlabeled
On a mixture vector autoregressive model
Tom Fong, W. K. Li, Christopher W.H. Yau, C. S. Wong
2007· article· en· Canadian Journal of Statistics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
58
citations
afffundunlabeled
On the Tail Behavior of Sums of Dependent Risks
Philippe Barbe, Anne‐Laure Fougères, Christian Genest
2006· preprint· en· Astin Bulletin· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
58
citations
affno abstractunlabeled
Multi-scale tests for serial correlation
Ramazan Gençay, Daniele Signori
2014· article· en· Journal of Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
58
citations
affno abstractunlabeled
Is volatility clustering of asset returns asymmetric?
Cathy Ning, Dinghai Xu, Tony S. Wirjanto
2014· article· en· Journal of Banking & Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
57
citations
afffundunlabeled
Forecasting volatility
Nikolay Gospodinov, Athanasia Gavala, Jiang Deming
2006· article· en· Journal of Forecasting· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
55
citations
affunlabeled
Improved multivariate portmanteau test
2011· article· en· Journal of Time Series Analysis· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
53
citations
affunlabeled
ARCH/GARCH Models in Applied Financial Econometrics
Robert F. Engle, Sergio M. Focardi, Frank J. Fabozzi
2008· other· en· Handbook of Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
52
citations
affno abstractunlabeled
Parametric and Nonparametric Volatility Measurement
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold
2002· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
51
citations
affunlabeled
Bayesian Clustering of Many Garch Models
Luc Bauwens, Jeroen V.K. Rombouts
2007· article· en· Econometric Reviews· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
50
citations
affno abstractunlabeled
Densities of nested Archimedean copulas
Marius Hofert, David N. Pham
2013· article· en· Journal of Multivariate Analysis· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
49
citations
affunlabeled
A simple integer-valued bilinear time series model
Paul Doukhan, A. Latour, Driss Oraichi
2006· article· en· Advances in Applied Probability· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
49
citations
affno abstractunlabeled
Realized Beta: Persistence and Predictability
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Jin Wu
2004· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
48
citations
affno abstractunlabeled
Markov-Switching GARCH Models in R: The MSGARCH Package
David Ardia, Keven Bluteau, Kris Boudt, Denis‐Alexandre Trottier
2016· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
46
citations

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