cometadata/datacite-titles-descriptions-related-identifiers huggingface dataset:
DOI: 10.6084/m9.figshare.7965191
title: Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations

description: Although stochastic volatility and GARCH (generalized autoregressive conditional heteroscedasticity) models have successfully described the volatility dynamics of univariate asset returns, extending them to the multivariate models with dynamic correlations has been difficult due to several major problems. First, there are too many parameters to estimate if available data are only daily returns, which results in unstable estimates. One solution to this problem is to incorporate additional observations based on intraday asset returns, such as realized covariances. Second, since multivariate asset returns are not synchronously traded, we have to use the largest time intervals such that all asset returns are observed to compute the realized covariance matrices. However, in this study, we fail to make full use of the available intraday informations when there are less frequently traded assets. Third, it is not straightforward to guarantee that the estimated (and the realized) covariance matrices are positive definite. Our contributions are the following: (1) we obtain the stable parameter estimates for the dynamic correlation models using the realized measures, (2) we make full use of intraday informations by using pairwise realized correlations, (3) the covariance matrices are guaranteed to be positive definite, (4) we avoid the arbitrariness of the ordering of asset returns, (5) we propose the flexible correlation structure model (e.g., such as setting some correlations to be zero if necessary), and (6) the parsimonious specification for the leverage effect is proposed. Our proposed models are applied to the daily returns of nine U.S. stocks with their realized volatilities and pairwise realized correlations and are shown to outperform the existing models with respect to portfolio performances.
DOI: 10.6084/m9.figshare.7994267
title: A Stochastic Volatility Model With Realized Measures for Option Pricing

description: Based on the fact that realized measures of volatility are affected by measurement errors, we introduce a new family of discrete-time stochastic volatility models having two measurement equations relating both observed returns and realized measures to the latent conditional variance. A semi-analytical option pricing framework is developed for this class of models. In addition, we provide analytical filtering and smoothing recursions for the basic specification of the model, and an effective MCMC algorithm for its richer variants. The empirical analysis shows the effectiveness of filtering and smoothing realized measures in inflating the latent volatility persistence—the crucial parameter in pricing Standard and Poor’s 500 Index options.
DOI: 10.6084/m9.figshare.7994267.v2
title: A Stochastic Volatility Model With Realized Measures for Option Pricing

description: Based on the fact that realized measures of volatility are affected by measurement errors, we introduce a new family of discrete-time stochastic volatility models having two measurement equations relating both observed returns and realized measures to the latent conditional variance. A semi-analytical option pricing framework is developed for this class of models. In addition, we provide analytical filtering and smoothing recursions for the basic specification of the model, and an effective MCMC algorithm for its richer variants. The empirical analysis shows the effectiveness of filtering and smoothing realized measures in inflating the latent volatility persistence—the crucial parameter in pricing Standard and Poor’s 500 Index options.
DOI: 10.5281/zenodo.5028255
title: On the Crystal Structure of Colloidally Prepared Metastable Ag2Se Nanocrystals

description: Structural polymorphism is known for many bulk materials; however, on the nanoscale metastable polymorphs tend to form more readily than in the bulk, and with more structural variety. One such metastable polymorph observed for colloidal Ag<sub>2</sub>Se nanocrystals has traditionally been referred to as the “tetragonal” phase of Ag<sub>2</sub>Se. While there are reports on the chemistry and properties of this metastable polymorph, its crystal structure, and therefore electronic structure, has yet to be determined. We report that an anti-PbCl<sub>2</sub>-like structure type (space group <em>P</em>2<sub>1</sub>/<em>n</em>) accurately describes the powder X-ray diffraction and X-ray total scattering patterns of colloidal Ag<sub>2</sub>Se nanocrystals prepared by several different methods. Density functional theory (DFT) calculations indicate that the anti-PbCl<sub>2</sub>-like Ag<sub>2</sub>Se polymorph is a dynamically stable, narrow-band gap semiconductor. DFT results reveal a dense theoretical Ag<sub>2</sub>Se phase space with many low-energy polymorphs, which helps explain the large number of polymorphs reported in the literature. Analysis and calculation data are stored in the zip archive. The `ag2se-calcs.aiida.` contains the provenance of the calculations and can be imported into an AiiDA database instance. The antiPbCl2like_Ag2Se_laboratory.cif file is the Reitveld refined Ag2Se structure starting from the PbCl<sub>2</sub> structure.<br> Also hosted on GitHub with minor revisions. Published paper: https://doi.org/10.1021/acs.nanolett.1c02045
description: The experimental work was supported by the U.S. Department of Energy, Office of Science, Office of Basic Energy Sciences, under Grant No. DE-FG02-11ER46826 to R.L.B. Use of the Advanced Photon Source at Argonne National Laboratory was supported by the U.S. Department of Energy, Office of Science, Office of Basic Energy Sciences, under Contract No. DE-AC02-06CH11357.
DOI: 10.6084/m9.figshare.7994267.v1
title: A stochastic volatility model with realized measures for option pricing

description: Based on the fact that realized measures of volatility are affected by measurement errors, we introduce a new family of discrete-time stochastic volatility models having two measurement equations relating both observed returns and realized measures to the latent conditional variance. A semi-analytical option pricing framework is developed for this class of models. In addition, we provide analytical filtering and smoothing recursions for the basic specification of the model, and an effective MCMC algorithm for its richer variants. The empirical analysis shows the effectiveness of filtering and smoothing realized measures in inflating the latent volatility persistence – the crucial parameter in pricing Standard and Poor’s 500 Index options.
DOI: 10.25721/5ke9-cy73
title: Information sur les réveillées (type de chant)
DOI: 10.6073/pasta/7a396ad3b5cbb8813492496a28e394ab
title: Age and Size of Smith Firs at Treeline in Tibet 1700-2013

description: The most widespread response to global warming among alpine treeline ecotones is not an upward shift, but an increase in tree density. However, the impact of increasing density on interactions among trees at treeline is not well understood. Here, we test if treeline densification induced by climatic warming leads to increasing intraspecific competition. We mapped and measured the size and age of Smith fir trees growing in two treelines located in the southeastern Tibetan Plateau. We used spatial point-pattern and codispersion analyses to describe the spatial association and covariation among seedlings, juveniles, and adults grouped in 30-year age classes from the 1860s to the present. Effects of competition on tree height and regeneration were inferred from bivariate mark-correlations. Since the 1950s, a rapid densification occurred at both sites in response to climatic warming. Competition between adults and juveniles or seedlings at small scales intensified as density increased. Encroachment negatively affected height growth and further reduced recruitment around mature trees. We infer that tree recruitment at the study treelines was more cold-limited prior to 1950 and shifted to a less temperature-constrained regime in response to climatic warming. Therefore, the ongoing densification and encroachment of alpine treelines could alter the way climate drives their transitions towards subalpine forests.
DOI: 10.5066/p9cd8k1b
title: TIN Dataset Model of Overburden Above the Mahogany Bed in the Uinta Basin, Utah and Colorado

description: An ESRI TIN data model of the overburden material above the Mahogany bed was needed to perform calculations in the Uinta Basin, Utah and Colorado as part of a 2009 National Oil Shale Assessment.
DOI: 10.6073/pasta/00cbd60dec825335a531cc5f909ed5b2
title: Correction Factors for Dissolved Organic Carbon Extracted from Soil in New England 2012-2013

description: Oxidizable dissolved organic carbon (DOC) is regularly measured in environmental samples using a colorimetric method with Mn(III)-pyrophosphate as the oxidizing agent. It is simpler to use and has a much higher throughput than the commonly used dichromate oxidation and combustion methods. Here, we demonstrate that the method often leads to an underestimation or overestimation of the concentration of common organic compounds in solutions. To our knowledge, no published study has taken this fact into account when analyzing DOC data. Hence, we compared Mn(III)-pyrophosphate-based results with measurements performed with a total organic carbon combustion analyzer for samples of organic and mineral soil horizons of two temperate deciduous forests (Harvard Forest, Hubbard Brook), of organic soil horizon of a primary growth hemlock stand (Harvard Forest), and of a peatland (Caribou Bog) located in New England, USA. The Mn(III)-pyrophosphate method consistently underestimated DOC concentration in soil extracts. We present correction factors for the different types of soil studied. By employing correction factors, we find the method can be an inexpensive, accurate, and high throughput tool to measure DOC in environmental samples.
DOI: 10.5281/zenodo.4894500
title: Spatial Disparities of COVID-19 Cases and Fatalities in United States Counties

description: This dataset includes county-level COVID-19 cases and fatalities for all 50 U.S. states between January 21, 2020 and January 30th, 2021 as cumulative totals and by epi week. Standardized cases and fatalities are also calculated per 100,000 population. Data also includes county urban-rural designations, social vulnerability index (SoVI) values, community resilience values, unemployment change percentages, and coded county/state level COVID-19 mitigation value assignments. For more information on data manipulations or calculations, please reach out to corresponding author (Sarah L. Jackson - SJ36@email.sc.edu).
description: {"references": ["Hazards and Vulnerability Research Institute. 2021. \"County Composite BRIC Scores Download.\" University of South Carolina. http://artsandsciences.sc.edu/geog/hvri/county-composite-bric-scores-download.", "Hazards and Vulnerability Research Institute. 2021. \"SoVI\u00ae\" University of South Carolina. http://artsandsciences.sc.edu/geog/hvri/sovi%C2%AE-0.", "National Association of Counties. 2020. \"County emergency declarations, stay-at-home policies, business closure.\" https://ce.naco.org/?dset=COVID-19&ind=Emergency%20Declaration%20Types.", "National Center for Health Statistics. 2017. \"NCHS Urban-Rural Classification Scheme for Counties.\" Centers for Disease Control and Prevention. June 1, 2017. https://www.cdc.gov/nchs/data_access/urban_rural.htm.", "New York City Department of Health and Mental Hygiene. 2021. NYC Coronavirus Disease 2019 (COVID-19) Data GitHUB. https://github.com/nychealth/coronavirus-data.", "The New York Times. 2021. \"Coronavirus (Covid-19) Data in the United States.\" GitHUB. https://github.com/nytimes/covid-19-data.", "Raifman, J., K. Nocka, D. Jones, J. Bor, S. Lipson, J. Jay, M. Cole, et al. 2021. \"COVID-19 US State Policy Database.\" Inter-university Consortium for Political and Social Research (ICPSR). https://doi.org/10.3886/E119446V64.", "United States Bureau of Labor Statistics. 2021. \"Local Area Unemployment Statistics.\" https://www.bls.gov/lau.", "United States Census Bureau. n.d. \"Total Population.\" 2019: ACS 5-Year Estimates Detailed Tables. https://data.census.gov/cedsci/table?q=United%20States&tid=ACSDT5Y2019.B01003&hidePreview=false.", "United States Department of Agriculture. 2020. Rural-Urban Continuum Codes: Documentation. https://www.ers.usda.gov/data-products/rural-urban-continuum-codes/documentation/.", "United States Department of Health and Human Services. 2021. \"COVID-19 State and County Policy Orders.\" https://healthdata.gov/dataset/COVID-19-State-and-County-Policy-Orders/gyqz-9u7n.", "University of Chicago. 2021. \"County Mask Mandates Data\". Harris School of Public Policy. https://www.austinlwright.com/covid-research."]}
DOI: 10.5281/zenodo.4894499
title: Spatial Disparities of COVID-19 Cases and Fatalities in United States Counties

description: This dataset includes county-level COVID-19 cases and fatalities for all 50 U.S. states between January 21, 2020 and January 30th, 2021 as cumulative totals and by epi week. Standardized cases and fatalities are also calculated per 100,000 population. Data also includes county urban-rural designations, social vulnerability index (SoVI) values, community resilience values, unemployment change percentages, and coded county/state level COVID-19 mitigation value assignments. For more information on data manipulations or calculations, please reach out to corresponding author (Sarah L. Jackson - SJ36@email.sc.edu).
description: {"references": ["Hazards and Vulnerability Research Institute. 2021. \"County Composite BRIC Scores Download.\" University of South Carolina. http://artsandsciences.sc.edu/geog/hvri/county-composite-bric-scores-download.", "Hazards and Vulnerability Research Institute. 2021. \"SoVI\u00ae\" University of South Carolina. http://artsandsciences.sc.edu/geog/hvri/sovi%C2%AE-0.", "National Association of Counties. 2020. \"County emergency declarations, stay-at-home policies, business closure.\" https://ce.naco.org/?dset=COVID-19&ind=Emergency%20Declaration%20Types.", "National Center for Health Statistics. 2017. \"NCHS Urban-Rural Classification Scheme for Counties.\" Centers for Disease Control and Prevention. June 1, 2017. https://www.cdc.gov/nchs/data_access/urban_rural.htm.", "New York City Department of Health and Mental Hygiene. 2021. NYC Coronavirus Disease 2019 (COVID-19) Data GitHUB. https://github.com/nychealth/coronavirus-data.", "The New York Times. 2021. \"Coronavirus (Covid-19) Data in the United States.\" GitHUB. https://github.com/nytimes/covid-19-data.", "Raifman, J., K. Nocka, D. Jones, J. Bor, S. Lipson, J. Jay, M. Cole, et al. 2021. \"COVID-19 US State Policy Database.\" Inter-university Consortium for Political and Social Research (ICPSR). https://doi.org/10.3886/E119446V64.", "United States Bureau of Labor Statistics. 2021. \"Local Area Unemployment Statistics.\" https://www.bls.gov/lau.", "United States Census Bureau. n.d. \"Total Population.\" 2019: ACS 5-Year Estimates Detailed Tables. https://data.census.gov/cedsci/table?q=United%20States&tid=ACSDT5Y2019.B01003&hidePreview=false.", "United States Department of Agriculture. 2020. Rural-Urban Continuum Codes: Documentation. https://www.ers.usda.gov/data-products/rural-urban-continuum-codes/documentation/.", "United States Department of Health and Human Services. 2021. \"COVID-19 State and County Policy Orders.\" https://healthdata.gov/dataset/COVID-19-State-and-County-Policy-Orders/gyqz-9u7n.", "University of Chicago. 2021. \"County Mask Mandates Data\". Harris School of Public Policy. https://www.austinlwright.com/covid-research."]}
DOI: 10.5066/p9rmcsfv
title: Raster Dataset Model of the Mahogany Bed Structure in the Uinta Basin, Utah and Colorado

description: An ESRI GRID raster data model of the Mahogany bed structure was needed to perform overburden calculations in the Uinta Basin, Utah and Colorado as part of a 2009 National Oil Shale Assessment.
DOI: 10.7910/dvn/0bkto4
title: Replication Data for: The Elite-Citizen Gap in International Organization Legitimacy

description: This page contains replication data and Stata do-files for the purpose of replication of the numerical results in the article “The Elite-Citizen Gap in International Organisation Legitimacy” forthcoming in the American Political Science Review in 2021. The do-files are numbered consecutively in the order they should be run. All auxiliary datasets are saved in this replication package, so that descriptive and explanatory analyses can be directly run with the third and fourth do-file. The data is made available for replication purposes only. Please contact the authors for further information about the full release of the data.
DOI: 10.6073/pasta/2f76a8eea855be934a6eceed1b82ca6c
title: Bird Communities in Forest Openings at Harvard Forest 2014-2015

description: Currently, many of the most severely declining neotropical migrants in the northeastern United States are disturbance dependent, early-successional species. Much of their decline is attributed to loss of suitable habitat. Large clearcuts (&gt;5.0 ha) are widely considered to be optimal habitat for most shrubland bird species. However, it is well documented that certain species are capable of breeding within significantly smaller patches of habitat (less than 2.0 ha), which are most commonly created through group selection harvest cuttings. The goal of this research is to determine habitat characteristics translatable to habitat value for shrubland birds for use in conservation programs to maximize biological value. This research will provide an assessment of the value of forest openings for shrubland birds, helping to define the suitability of forest canopy openings for specific bird species. This project will describe the conservation value of shrubland openings deemed too small to sustain full suites of specialist shrubland birds by providing threshold patch area values for individual species able to use these smaller patches.
DOI: 10.5066/f7dv1j6n
title: Probabilistic estimates of landscape change in Alaska (1984 to 2015)

description: Contemporary climate change in Alaska has resulted in amplified rates of press and pulse disturbances that drive ecosystem change with significant consequences for socio-environmental systems. Despite the vulnerability of Arctic and boreal landscapes to change, little has been done to characterize landscape change and associated drivers across northern high-latitude ecosystems. Here we characterize the historical sensitivity of Alaska's ecosystems to environmental change and anthropogenic disturbances using expert knowledge, remote sensing data, and spatiotemporal analyses and modeling. Time-series analysis of moderate-- and high-resolution imagery was used to characterize land and water-surface dynamics across Alaska. Some 400,000 interpretations of ecological and geomorphological change were made using historical air photos and satellite imagery, and corroborate land surface greening, browning, and wetness/moisture trend parameters derived from peak-growing season Landsat imagery acquired from 1984 to 2015. The time series of change metrics were incorporated into a modeling framework to develop a map of change processes throughout Alaska.
DOI: 10.15468/6qwm42
title: Bats (Chiroptera) from Olduvai Gorge, Early Pleistocene, Bed I (Tanzania)

description: This dataset contains the digitized treatments in Plazi based on the original journal article Gunnell, Gregg F., Butler, Percy M., Greenwood, Marjorie, Simmons, Nancy B. (2015): Bats (Chiroptera) from Olduvai Gorge, Early Pleistocene, Bed I (Tanzania). American Museum Novitates 2015 (3846): 1-35, DOI: 10.1206/3846.1, URL: http://www.bioone.org/doi/10.1206/3846.1
DOI: 10.15468/qv6j4d
title: The genus Cerithideopsis Thiele, 1929 (Gastropoda: Potamididae) in the Indo-West Pacific region

description: This dataset contains the digitized treatments in Plazi based on the original journal article Reid, David G., Claremont, Martine (2014): The genus Cerithideopsis Thiele, 1929 (Gastropoda: Potamididae) in the Indo-West Pacific region. Zootaxa 3779 (1): 61-80, DOI: http://dx.doi.org/10.11646/zootaxa.3779.1.8
DOI: 10.6073/pasta/e660f95b3cbc1d904267049388c2f946
title: Diurnal Patterns of Cavitation in Red Maple, Paper Birch and White Ash at Harvard Forest 2011-2012

description: Previous work at Harvard Forest has suggested that woody plants cavitate and re-dissolve embolisms in xylem on a daily basis. Here we investigated the common assumption that severing stems and petioles under water preserves the hydraulic continuity in the xylem conduits opened by the cut when the xylem is under tension. In red maple and white ash, higher PLC in the afternoon occurred when the measurement segment was excised under water at native xylem tensions, but not when xylem tensions were relaxed prior to sample excision. Bench drying vulnerability curves in which measurement samples were excised at native versus relaxed tensions showed a dramatic effect of cutting under tension in red maple, a moderate effect in sugar maple, and no effect in paper birch. These results suggest that sampling methods can generate PLC patterns indicative of repair under tension by inducing a degree of embolism that is itself a function of xylem tensions at the moment of sample excision.
DOI: 10.3886/e144261v1
title: COVID-19 research profiling data about author, bio entity, and institution

description: The outbreak of COVID-19 has a severe impact on our families, communities, and businesses. White House released the COVID-19 literature dataset (called CORD-19 dataset) which has grown exponentially into a gigantic collection of over 500,000 articles. Researchers, practitioners, and administrators need data to help them digest this enormous amount of knowledge to address vairous scientific questions related to COVID-19. This data combine CORD-19 dataset, author information from Semantic Scholar, tweets information from Altmetric, bio entities from Pubtator and Clinical Trails data. This data is managed by the University of Texas at Austin and is also hosted at COVID-19 Portal (https://aihealth.ischool.utexas.edu/COVID19/#/).
DOI: 10.6073/pasta/183c0eaf99e0f8b03976fb94cb56b55d
title: Xylem Embolism Formation, Refilling and Water Storage in Tree Trunks at Harvard Forest 2012

description: Trunks of large trees play an important role in whole-plant water balance but technical difficulties have limited most hydraulic research to small stems, leaves and roots. To investigate the dynamics of water-related processes in tree trunks, such as winter embolism refilling, xylem hydraulic vulnerability, and water storage, volumetric water content (VWC) in the main stem was monitored continuously using frequency domain moisture sensors in adult Betula papyrifera trees from early spring through the beginning of winter. An air injection technique was developed to estimate hydraulic vulnerability of the trunk xylem. Trunk VWC increased in early spring and again in autumn concurrent with root pressure during both seasons. Diurnal fluctuations and a gradual decrease in trunk VWC through the growing season were observed, which, in combination with VWC increase after significant rainfall events and depletion during periods of high water demand, indicate the importance of stem water storage in both short-and long-term water balance. Comparisons between the trunk air injection results and conventional branch hydraulic vulnerability curves showed no evidence of “vulnerability segmentation” between the main stem and small branches in B. papyrifera. Measurements of VWC following air injection, together with evidences from air injection and xylem dye perfusion, indicate that embolized vessels can be refilled by active root pressure but not in the absence of root pressure. The precise, continuous and non-destructive measurement of wood water content using frequency domain sensors provides an ideal way to probe many hydraulic processes in large tree trunks that are otherwise difficult to investigate.