The Computational and Financial Econometrics (CFEnetwork) focuses on the interface of theoretical and applied econometrics, financial econometrics and computation in order to advance a powerful interdisciplinary research field with immediate applications. That is, the CFEnetwork aims first to consolidate the research in computational and financial econometrics that is scattered throughout Europe; second, to provide researchers with a network from which they can obtain unrivalled sources of information about the most recent developments in computational and financial econometrics as well as its applications; third, to edit quality publications of high impact and significance.
The CFEnetwork is currently publishing the Annals of Computational and Financial Econometrics as a supplement to the journal Econometrics and Statistics, published by Elsevier.
You can become a member and find detailed information at http://www.CFEnetwork.org