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Scott, H. (2016-06-24). The Concept of Correlation. In Connectedness and Contagion: Protecting the Financial System from Panics. : The MIT Press. Retrieved 18 Sep. 2021, from https://mitpress.universitypressscholarship.com/view/10.7551/mitpress/9780262034371.001.0001/upso-9780262034371-chapter-3.