The Bible is more a Book than a book of books. That means that the best way to understand any one book is to have a sufficient familiarity with the other books. I believe that any one who wants to seriously tackle, for example, Zechariah, ought to study all of the exilics and post-exilics together; the three prophetic and three historic books (Ezra, Nehemiah, and Esther). I had written about this in my introduction to Nehemiah and Ezra in the New Covenant Bible
One of the most common mistakes Christians make is to treat Zechariah as if it was a stand-alone prophecy.
For that matter, they treat Daniel 9 the same way.
Martin Luther himself was nonplussed by Zechariah 14, saying.
„Hier, in diesem Kapitel, gebe ich auf. Denn ich bin nicht sicher, wovon der Prophet spricht.“
(“Here, in this chapter, I give up. For I am not sure what the prophet is talking about.” )
I believe the great Reformer made the same mistake of not studying out continuity and the overriding theme of God’s dealing with Israel. To properly understand this one needs to be well grounded in both Testaments, seeing how the prophecies in the Old Testament have their fulfillment and/or clarification in the New