English

Volatility modelling is an important task in the financial markets. This paper first evaluates the range-based DCC-CARR model of Chou et al. (2009) in modelling larger systems of assets, vis-à-vis the traditional return-based DCC-GARCH. Extending Colacito, Engle and Ghysels (2011), range-based volatility specifications are then employed in the first-stage of DCC-MIDAS conditional covariance estimation, including the CARR model of Chou et al. (2005). A range-based analog to the GARCH-MIDAS model of Engle, Ghysels and Sohn (2013) is also proposed and tested - which decomposes volatility into short- and long-run components and corrects for microstructure biases inherent to high-frequency price-range data. Estimator forecasts are evaluated and compared in a minimum-variance portfolio allocation experiment following the methodology of Engle and Colacito (2006). Some consistent inferences are drawn from the results, supporting the models proposed here as empirically relevant alternatives. Range-based DCC-MIDAS estimates produce efficiency gains over DCC-CARR which increase with portfolio size.

Author Keywords: asset allocation, DCC MIDAS, dynamic correlations, forecasting, portfolio risk management, volatility

Tree harvesting alters nutrient cycling and removes nutrients held in biomass, and as a result nutrient availability may be reduced, particularly in naturally oligotrophic ecosystems. Selection harvesting is a silvicultural technique limited to tolerant hardwood forests where individual or small groups of trees are removed creating a "gap" in the forest canopy. In order for harvesting machinery to gain access to these individual trees, trees are felled to create pathways, known as skid roads. The objective of this study was to characterize differences in soil chemical and physical properties in gaps, skid roads and uncut areas following selection harvesting in central Ontario as well as documenting differences in the understory vegetation community and sugar maple (Acer saccharum) seedlings chemical composition post harvest. First year seedlings were collected for elemental analysis from unharvested areas, canopy gaps, and skid roads in 2014, eight months after harvesting. In 2015, first and second year sugar maple seedlings were collected. Soil bulk density and water infiltration were measured in the three areas of the catchment as well as soil moisture, organic matter content, exchangeable base cations, and net nitrification. Seedlings in the disturbed sites had lower concentrations of Mg, K, P, and N compared with unharvested sites and soil nitrification was significantly lower in the skid roads. Water infiltration rates in the gap and skid roads were slower than the control and concentrations of metals (e.g. Fe, Al, Ca) and litter mass increased in litter bags deployed over 335 days, likely reflecting an increase in soil erosion in the skid roads. Understory vegetation was markedly different amongst sites, particularly the dominance of Carex spp. in the skid roads. The sustainability of industrial logging is dependent on successful tree regeneration, however, increased soil compaction, establishment and growth of grasses and shrubs, as well as low nutrient concentrations in seedlings may ultimately restrict forest succession.

Author Keywords: Canadian Shield, nitrification, selection harvesting, soil compaction, sugar maple seedling, understory vegetation

Stressors are often an inescapable part of an organism's life. While the effects of many stressors have been well studied individually, potential interactions between stressors exist that may result in greater than additive negative effects. Stressors may be linked by conflicting demands on energy budgets, interfering with important physiological pathways, or necessitating incompatible adaptive responses. Using Ranavirus (FV3) and larval dragonfly predators (Anax spp.) in a 2x2 factorial experiment on green frog (Lithobates clamitans) tadpoles, I investigate the interactions in behaviour, morphology, and metabolism when both stressors were applied in concert. I demonstrate that activity and feeding are reduced additively by both stressors, and tadpoles increase distance between conspecifics in FV3-exposed tanks, but only in the absence of predators. I also note decreases in mass, and a non-significant marginal increase in metabolic rate of tadpoles exposed to FV3. Interestingly, I provide evidence that FV3 can compromise morphometric responses through antagonistic interactions with perceived predation risk exposure, which may result in significantly elevated mortality even when either stressor is present in sub-lethal quantities. Thus, I conclude that sub-lethal exposure to stressors can nonetheless have substantial impacts on organisms and a more integrative approach to examining the impacts of stressors on individual physiology and fitness is necessary.

Author Keywords: Behaviour, Interaction, Morphology, Predation Risk, Ranavirus, Tadpoles

I investigated site fidelity and habitat selection of American black bears (Ursus americanus) from 15 GPS-collared adult females in central Ontario, Canada over nine years. I used generalized linear mixed models to determine the factors affecting between-year variation in fall fidelity and the habitat selection in movement paths. I assessed second and third-order habitat preference by female bears moving between seasonal home ranges. I found that 66% of bears returned to the same fall area between years, expressed as range overlap, influenced negatively by whether they had cubs. When moving between seasonal ranges, bears selected for mixedwood, hardwood and wetlands cover but selected ridge tops over other habitat features at both scales. With increases in climatic uncertainty and habitat fragmentation, these results emphasize the need for wildlife management to consider annual variation in seasonal movements and habitat use by wide-ranging, opportunistic animals.

Author Keywords: American black bear, Habitat Selection, Logistic Regression, Site Fidelity

Archaeological faunal data, historic records and documents and recent biological data are used to construct a historical ecology for Pigeon Lake, Ontario, focusing on fish exploitation. The faunal collections of twelve archaeological sites in the Kawartha Lakes are reviewed to examine pre-contact Indigenous fishing trends and comment on the historic presence, abundance and range of a number of indigenous fish species. A review of historic documents outlines environmental, industrial, and social changes that have played a role in changing the community structure of fish species in Pigeon Lake since the arrival of European settlers in the area. Additionally, interviews were undertaken with local anglers to explore evidence of shifting baseline syndrome (SBS) in modern populations. Finally, statistical tests were performed on the interview data to explore evidence of SBS, and found that SBS is effecting modern anglers perception of ecological change in Pigeon Lake.

Author Keywords: Archaeology, Canadian History, Faunal Analysis, Fish, Historical Ecology, Shifting Baseline Syndrome

Stream solutes are strongly linked to hydrology, and as such, we sought to better understand how hydrology, particularly flooding, influences nitrogen (N) and phosphorus (P) levels. We used a long-term dataset of monthly water quality samples for many Ontario, Canada, catchments to assess the effects of landscape variables, such as land use and physiography, on the export of nutrients during floods, and to characterize overall concentration-discharge patterns. In general, we found that landscape variables could partially explain the export variation in flood waters, but that the importance of specific variables depended on flood characteristics. We also found that overall concentration-discharge relationships for N and P C were positive, but non-linear, with greater concentrations on the rising limb of the hydrograph depending on the nutrient. With these results, we have identified general patterns between nutrients and hydrology, which will be helpful for managing the ecological effects of flooding.

Author Keywords: C-Q relationships, Discharge, Export, Flooding, Nutrients, Thresholds

With regards to building knowledge about rural aging, there is a gap in understanding of the diversity of older rural people's experiences and the interaction between older rural people and the development trajectories of aging rural communities. One way to examine these experiences and interactions is through voluntarism; the activities of volunteers and voluntary organizations, which are pivotal for supporting aging in place in often-underserviced rural communities. To address this gap, this thesis features a community-based case study with a volunteer-based rural library in Ontario, Canada and was aimed at understanding the experiences of older library volunteers, examining the challenges of a rural library volunteer program and exploring how they contribute to rural community sustainability. Through surveys (n=87), interviews (n=48) and focus groups (n=6) with library volunteers, staff, board members and community leaders the findings demonstrate how older voluntarism is felt through the lived experiences of individual volunteers, poses interpersonal, operational and structural challenges, and can potentially contribute to the sustainability of rural communities. The thesis contributes to our understanding of the rural, older voluntarism and provides recommendations for ways to sustain library volunteer programs.

In this thesis, we study modelling with non-linear ordinary differential equations, and the existence of positive solutions for Boundary Value Problems (BVPs). These problems have wide applications in many areas. The focus is on the extensions of previous work done on non-linear second-order differential equations with boundary conditions involving first-order derivative. The contribution of this thesis has four folds. First, using a fixed point theorem on order intervals, the existence of a positive solution on an interval for a non-local boundary value problem is obtained. Second, considering a different boundary value problem that consists of the first-order derivative in the non-linear term, an increasing solution is obtained by applying the Krasnoselskii-Guo fixed point theorem. Third, the existence of two solutions, one solution and no solution for a BVP is proved by using fixed point index and iteration methods. Last, the results of Green's function unify some methods in studying the existence of positive solutions for BVPs of nonlinear differential equations. Examples are presented to illustrate the applications of our results.

Author Keywords: Banach Space, Boundary Value Problems, Differential Equations, Fixed Point, Norm, Positive Solutions

The objective of this thesis is to create a foundation for a digital comparative collection of chert types found on archaeological sites in Ontario, both local and non-local varieties, and to evaluate the impact of a digital reference collection on the confidence and accuracy of the user in comparison to hard copy guides or hand samples that are more often traditionally used. Spatial and temporal variation in the use of different lithic raw materials has shown to provide insight into cultural interaction, resource exchange and control across multiple periods in the study of Indigenous archaeology; however comparative collections needed to conduct analyses remain accessible only in a physical form. This study will build a foundation, develop a prototype using a represented sample of hand specimens from the William Fox Northeastern North American Lithic Reference Collection (referred to hereafter as The Fox Collection) at Trent University, and create a prototype digital system to assist the user in identifying the chert type through the use of a simple expert system using a decision tree. The digital identification system was tested by a group of volunteers with to compare accuracy and confidence in analysis against traditional methods of hand samples and hard copy guides. When supplied with the digital reference collection, a statistically significant improvement in the accuracy and confidence of chert identification was identified.

Author Keywords: database design, digital comparative collection, digital identification system, expert system, Ontario archaeology, raw material analysis

Research to date on social problem solving typically focuses on elementary school aged children. However, adolescents and young adults may experience more novel and emotionally complex social conflicts that require different skills to navigate them successfully. Previous research has highlighted executive function (EF) and emotion regulation as possible skills that help with social problem solving. The current study examined the potential relation between EF, emotion regulation, and social problem solving. The sample consisted of 174 participants with a mean age of 19.60 years. Results showed that the shifting component of EF was associated with being able to take different perspectives when coming up with a solution for a social conflict involving a romantic partner. Additionally, emotion regulation was associate with perspective taking in the overall social problem solving process with a romantic partner. These results suggest that both EF and emotion regulation are involved in the ability to take different perspectives during a social conflict in this age range.

Author Keywords: Emotion Regulation, Executive Function, Social Problem Solving