下面链接仅包含代码部分。把数据导入matlab，一键运行，视电脑配置需要等上几分钟。[1] ángel León, RUBIO G, SERNA G. AutoregresiveConditional Volatility, Skewness and Kurtosis[J]. QuarterlyReview of Economics & Finance, 2005, 45(4): 599-618. [2] MARTELLINI L, ZIEMANN V. Improved Estimatesof Higher-Order Comoments and Implications for PortfolioSelection[J]. Review of Financial Studies, 2010, 23(4): 1467-1502.[3] JANG J, KANG J. An Intertemporal CAPM withHigher-order Moments[J]. The North American Journal ofEconomics and Finance, 2017, 42(11): 314-337