Abstract
This Note examines the probabilistic structure of a GARCH-type stochastic difference equation with periodically time-varying parameters. We propose necessary and Sufficient conditions ensuring the existence of stationary solutions, geometrically ergodic (in the periodic sense) and having finite higher-order moments. To cite this article: A. Bibi, A. Aknouche, C. R. Acad. Sci. Paris, Ser. I 347 (2009). (C) 2009 Academie des sciences. Publie par Elsevier Masson SAS. Tous droits reserves.