for a research thesis I want to compare returns of different asset classes with another.

Think: stock indices, bond indices, a commodity index and a real estate index.

**First question**: since I come from a qualitative background, I'm new to quantitative research designs. I know that a case study and an experiment are research designs, but how do we call such a research design ?

*Developmental or Time Series Research Design - Data are collected at certain points in time going forward. There is an emphasis on time patterns and longitudinal growth or change.*

Is a Time Series Research Design a research design in itself?

**Second Question**What would be easier to do, a 'rolling time series model' or a generalized autoregressive conditional heteroscedasticity (GARCH) model? I have the feeling that a rolling time series model is easier to do.