arxiv
PublishedOctober 2, 2026 at 4:00 AM
Variance-Corrected Multi-Asset Equity Simulation with Hybrid Hidden Markov Marginals
Publisher summary· verbatim
arXiv:2603.10202v3 Announce Type: replace-cross Abstract: Synthetic multi-asset equity data must reproduce each asset's return distribution and its relationship with the market. Reusing a generator fitted to full asset returns creates a problem: adding its draws to a market factor counts market vari
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Originally published on arxiv ↗