R code used in the master thesis "Pricing kernels and their dependence on the implied volatility index". https://edoc.hu-berlin.de/handle/18452/14938

The data used in this empirical study can be provided by the author upon demand. All codes can be also found at www.quantlet.de https://github.com/QuantLet/pricing_kernels_and_implied_volatility/tree/master/epk3VolaIntervalsVDAX