On the existence of some ARCH($\infty$) processes
  A new sufficient condition for the existence of a stationary causal solution of an ARCH($\infty$) equation is provided. This condition allows to consider polynomially decaying coefficients, so that it can be applied to the so-called FIGARCH processes, whose existence is thus proved. 
Randal Douc (CMAP), Fran\c{c}ois Roueff (LTCI), Philippe Soulier   (MODAL'X)