Entity relation field view
If you don't need to have filters or sorting or other view related things interacting with books or classes then I would set the view up to not display fields and use relationships, etc. Rather I'd configure it to display a view mode of the Student. Then do all display configuration for what should appear about the student in that view mode. I find using view modes, vs configuring fields directly in the view, to be an easier way to configure views in most scenarios. Plus if you need to display the same information somewhere else, it's much easier to re-use the view mode vs having to re-configure a view.

In your view, instead of showing fields, show Content and then choose a view mode of your Student. (You can create new view modes at /admin/structure/display-modes/view or Manage > Structure > Display Modes > View Modes in the admin menu.)

Then update your Student view mode via the manage display to show whatever student content plus the classes field. Configure your classes field to, again, show a particular view mode.

Then update your Classes view mode to show whatever content you want to display about the class plus the books field (not sure if you'd want to show just the label or again another view mode).