@article{enhancingefficiencyoflocalprojections,
  title = {Enhancing Efficiency of Local Projections Estimation with Volatility Clustering in High-Frequency Data},
  author = {Chew Lian Chua and David Gunawan and Sandy Suardi},
  year = {2025},
  eprint = {2503.02217},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2503.02217v1},
}