Questions tagged [ftse]
The ftse tag has no usage guidance.
4 questions
2
votes
3
answers
808
views
Bloomberg - Index Constituents over a period of time
I basically require a list of the FTSE 350 constituents from 02 Jan 2002 (this is as far back as BB has for member data) to 31/12/2017.
I tried to create this dataset using the spreadsheet builder ...
- 21
0
votes
2
answers
2k
views
Beta of FTSE100 stocks against benchmark index FTSE100
first post so if I write something silly don't hold it against me.
I calculated beta for almost all the stocks that compose the FTSE100.
All have beta < 1. This, as far as I understand it, means ...
- 103
0
votes
1
answer
1k
views
Close price or adjclose price to calculate volatility?
To calculate volatility, which price in FTSE table is used?
When do we use close price for calculating volatility?
Do we use adjclose (adjusted close price) for calculating volatility as well?
when ...
- 21
0
votes
0
answers
152
views
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 ...
- 33