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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
Evidence
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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 8 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
Multivariate option pricing using copulae
Carole Bernard, Claudia Czado
2012· article· en· Applied Stochastic Models in Business and Industry· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
15
citations
affunlabeled
Option pricing for some stochastic volatility models
A. Thavaneswaran, J. B. Singh, S.S. Appadoo
2006· article· en· The Journal of Risk Finance· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
15
citations
affno abstractunlabeled
RCA models with correlated errors
S.S. Appadoo, A. Thavaneswaran, Jagbir Singh
2005· article· en· Applied Mathematics Letters· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
15
citations
affno abstractunlabeled
Filtering a nonlinear stochastic volatility model
Robert J. Elliott, Tak Kuen Siu, Eric S. Fung
2011· article· en· Nonlinear Dynamics· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrowconsensus · none
14
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
distilled prediction:candidate · metaepi_narrowconsensus · none
14
citations
afffundunlabeled
Inference in predictive quantile regressions
Alex Maynard, Katsumi Shimotsu, Nina Kuriyama
2024· article· en· Journal of Econometrics· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
14
citations
affunlabeled
DYNAMIC FACTOR MODELS
Christian Gouriéroux, Joann Jasiak
2001· article· en· Econometric Reviews· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrow+insufficient_payloadconsensus · insufficient_payload
14
citations
affno abstractunlabeled
A New Approach to Comparing VaR Estimation Methods
Christophe Pérignon, Daniel R. Smith
2008· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
14
citations
afffundno abstractunlabeled
Risk aggregation with FGM copulas
Christopher Blier-Wong, Hélène Cossette, Étienne Marceau
2023· article· en· Insurance Mathematics and Economics· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
14
citations
affunlabeled
When Heavy Tails Disrupt Statistical Inference
Richard M. Vogel, Simon Michael Papalexiou, Jonathan Lamontagne, Flannery Dolan
2024· article· en· The American Statistician· Economics, Econometrics and Finance
distilled prediction:candidate · insufficient_payloadconsensus · none
13
citations
affunlabeled
MODEL RISK IN VaR ESTIMATION: AN EMPIRICAL STUDY
Jing Yao, Zhongfei Li, Kai Wang Ng
2006· article· en· International Journal of Information Technology & Decision Making· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
13
citations
affunlabeled
Madogram and Asymptotic Independence among Maxima
Armelle Guillou, Philippe Naveau, Antoine Schorgen
2022· preprint· en· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrow+insufficient_payloadconsensus · none
13
citations
affunlabeled
COMPOSITE BERNSTEIN COPULAS
Jingping Yang, Zhijin Chen, Fang Wang, Ruodu Wang
2015· article· en· Astin Bulletin· Economics, Econometrics and Finance
distilled prediction:candidate · insufficient_payloadconsensus · none
13
citations
fundno affunlabeled
Bayesian extraction of $\hat{q}$ with multi-stage jet evolution approach
R. A. Soltz
2019· article· en· Proceedings of International Conference on Hard and Electromagnetic Probes of High-Energy Nuclear Collisions — PoS(HardProbes2018)· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrowconsensus · none
13
citations
aboutno affunlabeled
ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS
Fabienne Comte, Jérôme Dedecker, Marie‐Luce Taupin
2008· article· en· Econometric Theory· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
13
citations

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