Well, there are a couple of staples, but since your question is extremely broad I'll give broad general histories which cover, or attempt to do so, all Eurasia. Until you could narrow it down to what period and/or culture you're looking at I can only recommend these general sources:

History of Civilizations of Central Asia

This is a massive 6 (or more) volume set released by UNESCO. It contains scholarly articles focusing on a time period, depending on volume, that is often their speciality. I would use this as a beginning primer for what you're exactly looking for.

The Empire of the Steppes: A History of Central Asia by Rene Grousset.

This is the go to work, for me at least, in establishing a firm background of knowledge of the specific period you're examining. Translated from French, it is outdated in some parts but still is a good source of beginning knowledge.

Empires of the Silk Road: A history of Central Eurasia from the Bronze Age to the Present by Christopher I. Beckwith

Warriors of the Steppe: A Military History of Central Asia 500 BC to 1700 AD by Erik Hildinger

A History of Russia, Central Asia, and Mongolia: Volume I Inner Eurasia from Prehistory to the Mongol Empire by David Christian

Mongols, Turks, and Others Eurasian Nomads and the Sedentary World by Reuren Amitai and Michal Biran

This source, as the name implied, focuses on Eurasian history and culture during and after the period of the Mongol conquests in the 1200s CE. It is a good work and Biran is an excellent scholar.