2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/208869We perform a scaling analysis on NYSE daily returns. We show that volatility correlations are power-laws on a time range from one day to one year and, more important, that they exhibit a multiscale behaviour.2 pages, RevTeX, 3 eps figures, submitted to Economics LettersStatistical MechanicsDisordered Systems and Neural NetworksStatistical Financetext