Corr Garch

[i got questions]

Hi, I'm working with a specific type of garch that modelates dynamic correlation structure between returns of various indexes. It is relativily a new one, called CorrGarch. I was wondering if someone have program the actual algorithms for a quasi maximum likelihood estimation with that aproach, or one similar to it so i can work from there. Because of the specific parametrization of the model I can't use any option that EViews suggests as recommended methodologies. OR Does anyone knows a software that have this option incorporated? I will really appreaciate any help with this problem.