Multiscale behaviour of volatility autocorrelations in a financial   market
  We 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. 
Michele Pasquini, Maurizio Serva (Dip. di Matematica and I.N.F.M.,   Universit\`a dell'Aquila, Italy)