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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
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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 4 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
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
venueno affunlabeled
Projection estimators of Pickands dependence functions
Amélie Fils‐Villetard, Armelle Guillou, Johan Segers
2008· article· en· Canadian Journal of Statistics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
44
citations
affunlabeled
Components of Market Risk and Return
John M. Maheu, Thomas H. McCurdy
2007· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
43
citations
affno abstractunlabeled
On the volatility of cryptocurrencies
Theodore Panagiotidis, Georgios Papapanagiotou, Thanasis Stengos
2022· article· en· Research in International Business and Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
43
citations
affunlabeled
Quantile Spectral Analysis for Locally Stationary Time Series
Stefan Birr, Stanislav Volgushev, Tobias Kley, Holger Dette, Marc Hallin
2017· article· en· Journal of the Royal Statistical Society Series B (Statistical Methodology)· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
43
citations
afffundno abstractunlabeled
Foreign exchange trading models and market behavior
Ramazan Gençay, Michel M. Dacorogna, Richard Olsen, Olivier V. Pictet
2003· article· en· Journal of Economic Dynamics and Control· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
42
citations
venueno affunlabeled
Copula Modelling to Analyse Financial Data
Paul Dewick, Shuangzhe Liu
2022· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
42
citations
afffundno abstractunlabeled
Truncation of vine copulas using fit indices
Eike Brechmann, Harry Joe
2015· article· en· Journal of Multivariate Analysis· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
41
citations
afffundunlabeled
Extremal behavior of Archimedean copulas
Martin Larsson, Johanna Nešlehová
2011· article· en· Advances in Applied Probability· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
38
citations
afffundno abstractunlabeled
On tests of radial symmetry for bivariate copulas
Christian Genest, Johanna Nešlehová
2013· article· en· Statistical Papers· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
37
citations
affunlabeled
Non-Parametric Bayesian Inference on Bivariate Extremes
Simon Guillotte, François Perron, Johan Segers
2011· article· en· Journal of the Royal Statistical Society Series B (Statistical Methodology)· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
36
citations
affunlabeled
On the forecasting accuracy of multivariate GARCH models
Sébastien Laurent, Jeroen V.K. Rombouts, Francesco Violante
2011· preprint· en· Journal of Applied Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
36
citations
afffundno abstractunlabeled
Bayesian forecasting in economics and finance: A modern review
Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn, Rubén Loaiza‐Maya, Florian Huber, Gary Koop +3 more
2023· review· en· International Journal of Forecasting· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
36
citations
afffundvenueaboutunlabeled
A copula‐based risk aggregation model
Marie‐Pier Côté, Christian Genest
2015· article· en· Canadian Journal of Statistics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
35
citations

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