Convocation 1 <---> 0..* GraduandDetail 1 <---> 1 Student:

@Entity
public class Convocation implements Serializable{
   ...
   @OrderBy("acrossStageNumber")
   @OneToMany(mappedBy = "convocation", cascade = {CascadeType.ALL})
   private List<GraduandDetail> graduandDetails = new ArrayList<GraduandDetail>();
   ...
}

@Entity
public class GraduandDetail implements Serializable {
   ...
   @ManyToOne
   @JoinColumn(name = "convocation_fk", referencedColumnName="id")
   private Convocation convocation;
   private Integer acrossStageNumber;
   ...
   @OneToOne(cascade = CascadeType.ALL)
   @PrimaryKeyJoinColumn
   private Student student;
}

@Entity
public class Student implements Serializable {
   ...
   private String name;
   @OneToOne(mappedBy="student")
   private GraduandDetail graduandDetail = new GraduandDetail(this);
   ...
}

for (Convocation convocation : convocationCycle.getConvocations()) {
   for (GraduandDetail details : convocation.getGraduandDetails())
      dao.save(details);
   dao.merge(convocation);
   dao.flush();
}