Show that the GARCH (11) model =+av+ in equation (199) is equivalent to the stochastic volatility model

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Show that the GARCH (11) model =+av+ in equation (199) is equivalent to the stochastic volatility model dV-V-V)dt+Vds, where time is measured in days, V is the square of the volatility of the asset price, and 0-1-a-p -B E=ava What is the stochastic volatility model when time is measured in years? (H: The variable is the return on the asset price in time At. It can be assumed to be normally distributed with mean zero and standard deviation It follows that the mean of andare and 3-, respectively)

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