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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
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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 7 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
Beta Risk in the Cross-Section of Equities
Ali Boloorforoosh, Peter Christoffersen, Mathieu Fournier, Christian Gouriéroux
2019· article· en· Review of Financial Studies· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
19
citations
fundno affunlabeled
RÉNYI FUNCTION FOR MULTIFRACTAL RANDOM FIELDS
Nikolai Leonenko, Narn-Rueih Shieh
2013· article· en· Fractals· Economics, Econometrics and Finance
distilled prediction:candidate · insufficient_payloadconsensus · none
19
citations
affunlabeled
Extreme Value Analysis for Financial Risk Management
Natalia Nolde, Chen Zhou
2021· article· en· Annual Review of Statistics and Its Application· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
19
citations
affunlabeled
Testing the Multivariate Regular Variation Model
J.H.J. Einmahl, Fan Yang, Chen Zhou
2020· article· en· Journal of Business and Economic Statistics· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
19
citations
afffundno abstractunlabeled
Nonlinear Features of Realized FX Volatility
John M. Maheu, Thomas H. McCurdy
2001· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
19
citations
affunlabeled
Joint Estimation Using Quadratic Estimating Function
You Liang, A. Thavaneswaran, B. Abraham
2011· article· en· Journal of Probability and Statistics· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
18
citations
affno abstractunlabeled
Industry Risk and Market Integration
Francesca Carrieri, Vihang R. Errunza, Sergei Sarkissian
2001· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
distilled prediction:candidate · research_integrityconsensus · none
18
citations
affno abstractunlabeled
RCA models with GARCH innovations
A. Thavaneswaran, S.S. Appadoo, M. Ghahramani
2008· article· en· Applied Mathematics Letters· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
17
citations
affno abstractunlabeled
Option pricing with conditional GARCH models
Marcos Escobar‐Anel, Javad Rastegari, Lars Stentoft
2020· article· en· European Journal of Operational Research· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
17
citations
venueno affunlabeled
Realized Measures to Explain Volatility Changes over Time
Christos Floros, Κωνσταντίνος Γκίλλας, Christoforos Konstantatos, Αθανάσιος Τσαγκανός
2020· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
17
citations
afffundunlabeled
High quantile regression for extreme events
Mei Ling Huang, Christine Nguyen
2017· article· en· Journal of Statistical Distributions and Applications· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
17
citations
venueno affunlabeled
An Econometric Study of Vine Copulas
Pierre-André Maugis, Dominique Guégan
2010· article· en· International Journal of Economics and Finance· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
17
citations
affunlabeled
Copula Modeling for Extremes
Christian Genest, Johanna Nešlehová
2014· other· en· Wiley StatsRef: Statistics Reference Online· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrow+insufficient_payloadconsensus · none
16
citations
venueno affunlabeled
Operational Value-at-Risk in Case of Zero-inflated Frequency
Younès Mouatassim, El Hadj Ezzahid, Yassine Belasri
2012· article· en· International Journal of Economics and Finance· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
16
citations
afffundunlabeled
Copulas and Copula Models
Christian Genest, Johanna Nešlehová
2012· other· en· Encyclopedia of Environmetrics· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrow+insufficient_payloadconsensus · none
16
citations
affno abstractunlabeled
Forecasting volatility
A. Thavaneswaran, S.S. Appadoo, Shelton Peiris
2005· article· en· Statistics & Probability Letters· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrowconsensus · none
16
citations

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