A Matrix-Variate Log-Normal Model for Covariance Matrices

SSRN Electronic Journal 2026 Preprint Open access

Read full text
Authors: Edoardo Otranto
DOI: 10.2139/ssrn.6138253
Cited by: 0
References: 7

Fields of Study & Subjects

Financial Risk and Volatility Modeling Random Matrices and Applications Stochastic processes and financial applications

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint