Using a vegetable peeler or a sharp paring knife, remove the zest of the lemon in wide strips, leaving the white pith behind. If some strips still have a lot of pith left on them, which will be bitter, slice off as much of it as possible with a sharp knife.

Push the lemon zest and horseradish ribbons into a clean 1-liter bottle (use one that you can seal tightly). Using a funnel, pour the vodka into the bottle until it is full. Seal the bottle and put it in a dark spot at room temperature, such as a cupboard or liquor cabinet. After 1 or 2 days, gently shake the bottle to redistribute the peel and horseradish.

Let the vodka infuse for another 2 or 3 days and taste it. If you like the flavor, transfer the bottle to the freezer and keep it there for storage. If you prefer a bolder flavor, reseal the bottle and allow it to infuse for 2 more days, then transfer to the freezer.

Serve the vodka very cold, preferably after freezing it for at least 6 hours or overnight.