[R-SIG-Finance] MAR-ARCH

[Nigel.Walker at studentmail.newcastle.edu.au]

Hi list,
I am currently examining mixture time series models. I was wondering if anyone would have or know where to obtain an estimation code for the MAR-ARCH or MGARCH models? The MGARCH is a mixture of autoregressive components with generalized autoregressive conditional heteroscedasticy. 
I would prefer the code in R but any program will do.

Any help would be very much appreciated,

Nigel