Thank you very much for your reply. Concatenate seems to do exactly what I was looking for!
My problem now is that I save my volumes as "Analyze" and when I load them to the software that I am working on, I get consecutive slices on the z axis (e.g. 1000) instead of separate volumes (e.g. 10 volumes of 100 z slices each). But I guess there is no option to edit the header of my file (e.g. the number of volumes in each direction) in ImageJ , right?