Since Noah's Ark landed atop Mt. Ararat which are in or near the Caucasus Mountains, I suppose we're all Caucasian in the sense that we're descended from one of Noah's three sons, Ham (dark skinned), Shem (light skinned) or Japeth (in between).
It has been forty years since I studied all this (at the library, not in school) but the books I was reading then showed three major classifications, CaucaSOID, MongoLOID and NegROID. Caucasoid included all whom we currently refer to as “Caucasian” as well as people from India, Australian aborigines and the semitic peoples. That is not to say that Caucasoid is the same as Caucasian but Indians and Danes do belong to the same large grouping. At that time these groupings were based mainly on differences in bone structure and had little or nothing to do with skin color. Most people would assume that Aussie aborigines are Negroid but not so according to the books I studied.
The Asian subcontinent.
They are Asian.