[R-SIG-Finance] AGARCH + rugarch

[R. Michael Weylandt <michael.weylandt@gmail.com>]

Is it possible to implement the AGARCH [1] of Engle 90 using rugarch? The aparch models seem close, but don't allow for different powers of epsilon as far as I can see. 

Thanks, 
Michael

[1] I know GARCH terminology is a mess, so I'm using that given at public.econ.duke.edu/~boller/Papers/glossary_arch.pdf (P.2 in my case)