I am wondering if anyone could recommend a good summer school in quantitative finance/financial econometrics?
The Stockholm Business School organises the Summer School on Market Microstructure.
A one-week full-time intensive course on market microstructure at PhD or advanced research master level.
The Advanced Risk management and Portfolio Management course led by Attilio Meucci. The book it's (roughly) based on is here.
The classes will take place in New York in August but can also be taken online.