Drag the time range to columns/rows, and right click and choose "Quarter" and click click "show filter"
you can see it will show either on the right side of the tableau window or below the "Marks"
click on the title of the filter and click on the small down arrow and choose if you want "single value(List)"
hope it helps
No, I said I want to create a parameter not a quick filter. I need to be able to filter by quarter across data sources. thanks though.