Markov Switching DCC-GARCH model with exogenous variable

[sana]

Hi,

I would like to estimate a Markov Switching DCC-GARCH model with exogenous variable in the variance equation.
I would like to know if the model can be done with modification in the swarch.prg
Could you please suggest me any references (RATS codes).

May I get any hints for that?
I’m using Rats 7

Thanks in advance