You can download the source and try to make such additions yourself.
Currently the package allows for plain vanilla GARCH (sGARCH), component
and multiplicative component GARCH (mcsGARCH).
On 2/25/2017 5:10 AM, Le Hai Trung KNH wrote:
> Dear all,
> I am currently working on the "racd" package of Alexios about modeling
> time-varying higher moment for returns series.
> In the package, however, there are limited choices of specifications for
> the conditional variance, in compared with its predecessor “rugarch”.
> I am just wondering how could I impose other specifications into the
> conditional variance function, such as GIR-GARCH specification to account
> for potential leverage effect in the series?
> Best regards,