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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 1 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
Modeling and Forecasting Realized Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys
2001· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
854
citations
affunlabeled
Spurious Regressions in Financial Economics?
Wayne E. Ferson, Sergei Sarkissian, Timothy T. Simin
2003· article· en· The Journal of Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
593
citations
affunlabeled
Integer‐Valued GARCH Process
René Ferland, Alain Latour, Driss Oraichi
2006· article· en· Journal of Time Series Analysis· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
500
citations
affunlabeled
Characterizing World Market Integration through Time
Francesca Carrieri, Vihang R. Errunza, Ked Hogan
2007· article· en· Journal of Financial and Quantitative Analysis· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
491
citations
affno abstractunlabeled
The Distribution of Realized Exchange Rate Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys
2001· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
426
citations
afffundunlabeled
Conditional Jump Dynamics in Stock Market Returns
Wing Hong Chan, John M. Maheu
2002· article· en· Journal of Business and Economic Statistics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
363
citations
venueno affunlabeled
GARCH Modelling of Cryptocurrencies
Jeffrey Chu, Stephen Chan, Saralees Nadarajah, Joerg Osterrieder
2017· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
344
citations
affno abstractunlabeled
Chapter 15 Volatility and Correlation Forecasting
Torben G. Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold
2006· book-chapter· en· Handbook of economic forecasting· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
335
citations
affunlabeled
A Primer on Copulas for Count Data
Christian Genest, Johanna Nešlehová
2007· article· en· Astin Bulletin· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
328
citations
affunlabeled
Which GARCH Model for Option Valuation?
Peter Christoffersen, Kris Jacobs
2004· article· en· Management Science· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
290
citations
affno abstractunlabeled
Tail dependence functions and vine copulas
Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos
2009· article· en· Journal of Multivariate Analysis· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
280
citations
affunlabeled
ANALYTICAL EVALUATION OF VOLATILITY FORECASTS*
Torben G. Andersen, Tim Bollerslev, Nour Meddahi
2004· article· en· International Economic Review· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
226
citations
afffundno abstractunlabeled
Correlation Dynamics and International Diversification Benefits
Xisong Jin, Peter Christoffersen, Vihang R. Errunza, Kris Jacobs
2014· article· en· Open Repository and Bibliography (University of Luxembourg)· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
211
citations
affunlabeled
Rolling-Sample Volatility Estimators
Elena Andreou, Éric Ghysels
2002· article· en· Journal of Business and Economic Statistics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
193
citations
afffundunlabeled
The Advent of Copulas in Finance
Christian Genest, Michel Gendron, Michaël Bourdeau-Brien
2009· article· en· European Journal of Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
186
citations
affno abstractunlabeled
Forecasting discrete valued low count time series
R. Keith Freeland, Brendan McCabe
2003· article· en· International Journal of Forecasting· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
185
citations
affunlabeled
Evaluating Value-at-Risk Models via Quantile Regression
Wagner Piazza Gaglianone, Luiz Renato Lima, Oliver Linton, Daniel R. Smith
2010· article· en· Journal of Business and Economic Statistics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
181
citations
afffundno abstractunlabeled
Factor copula models for multivariate data
Pavel Krupskii, Harry Joe
2013· article· en· Journal of Multivariate Analysis· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
181
citations
affno abstractunlabeled
Multivariate GARCH Models: A Survey
Luc Bauwens, Sébastien Laurent, Jeroen V.K. Rombouts
2003· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
172
citations
affunlabeled
Linear Stochastic Systems
Peter E. Caines
2018· book· it· Society for Industrial and Applied Mathematics eBooks· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
169
citations
affno abstractunlabeled
Characterizing World Market Integration Through Time
Francesca Carrieri, Vihang R. Errunza, Kedreth Hogan
2001· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
167
citations
affunlabeled
Bootstrapping Realized Volatility
Śılvia Gonçalves, Nour Meddahi
2008· article· en· Econometrica· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
163
citations
affno abstractunlabeled
A New Approach to Measuring Financial Contagion
Kee‐Hong Bae, George Andrew Karolyi, René M. Stulz
2000· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
159
citations
afffundno abstractunlabeled
Bivariate Distributions with Given Extreme Value Attractor
Philippe Capéraà, Anne‐Laure Fougères, Christian Genest
2000· article· en· Journal of Multivariate Analysis· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
157
citations
affno abstractunlabeled
Volatility in the Cryptocurrency Market
Jinan Liu, Apostolos Serletis
2019· article· en· Open Economies Review· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
142
citations
affno abstractunlabeled
Beyond simplified pair-copula constructions
Elif F. Acar, Christian Genest, Johanna Nešlehová
2012· article· en· Journal of Multivariate Analysis· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
138
citations

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