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Stochastic Volatility for Stocks, FTSE

Can someone help me with calculating Stochastic Volatility (of stocks and options) using SAS or R or Matlab please? I am new to SAS and I am trying to use Heston model, White-Hull model or any other ...
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Industry Classification Benchmark (ICB) Codes for NASDAQ Stocks?

Is there a definitive list of Industry Classification Benchmark (ICB) Codes for NASDAQ listed stocks, and if so, is there open access?