Name of Quantlet: PricingKernel_NonMonotone

Published in: Non

Description: Calculate the Pricing Kernel estimation for Crypto Currencies and SP500 options based on classical method and CDI method

Keywords: Pricing kernel, R, Crypto, SP500, Option, puzzle, CDI

Author: Ruting Rainy WANG; Lei Tracy ZHOU; Xiaorui ZUO

Submitted: 01.02.2025