THE LAST COMMANCHE CHIEF: THE LIFE AND TIMES OF QUANAH PARKER By Bill Neeley John Wiley & Sons Inc., 276 pp., $24.95 Emerson once remarked, ''There is properly no history; only biography.'' In ''The Last Comanche Chief: The Life and Times of Quanah Parker,'' Bill Neeley examines a crucial chapter of frontier history by focusing on the impressive and intriguing figure of the Comanche chief Quanah Parker (c. 1850-1911). He was a leading defender of his people's culture until it became impossible to do anything but compromise to ensure their survival and adopt the alien concept of private property. The son of a Comanche chief and a kidnapped white woman, Quanah Parker spanned two cultures and two eras. Neeley's account is sketchy, understandably, and draws on a variety of extant journals and other documents to create a vivid, eyewitness account of life for settlers and native Americans in those violent and difficult times.