In real life, all refracted materials have absorption phenomenia.
The things you can in Cycles with three alternative methods:
1.) Basically use tinted refraction material. Easily change color of Glass shader. This is not physically correct and realistic, but fastest method.
2.) Use white Glass shader and colored Volume Absorption shader. This is physically corrected, but maybe little slow.
3.) If you want more control over absorption and glass shader, like Vray, you can use VSHADE paid add-on. Or if you want use pre-made material, you can use VMATS paid material library.
