In the present thesis, we reviewed the basic properties and studying results about the active galactic nuclei (AGNs), specially, we focus on the multiband observations and the properties of multiband spectral energy distributions (SEDs) of blazars that would constraint the emission models of blazars. Our main works and results are as follow: (1) studying on short timescale variability of γ-ray blazars. Our CCD monitoring campaign from 1998 have monitored the γ-ray blazars sample of 16 objects, including all TeV sources and some suspicious TeV objects. The observational results show that the short timescale (about 1 hour) variability is the common property for the GeV γ ray blazars, the amplitude variations in each optical band (B, V, R, I) reach to 0.6 mag/hour. The GeV γ-ray-loud source, PKS 1510-089, was very active during our observation period, it showed an apparent variation of 2.0 mag within 41 minutes in the R band. This is the most violently rapid variability in optical monitoring program since 1982 in our group. For this rapid dimming variability phenomenon, there is not any suitable theoretical explanation, but this is also the reflection of emission region structure. As for the TeV γ-ray blazars, the short timescale variability in optical band is less drastic than GeV γ-ray blazars in both the amplitude and timescale; (2) The influence of variable seeing conditions on the observations was investigated. There is weak correlation between the observed variability and the local seeing conditions for the objects 1ES 2344 + 514. This implies that the source brightness decreased, while the FWHM of PSF increased, removing more light from the aperture, e.g. there would be some spurious variation influenced by variable seeing conditions. (3) We introduce two composite color-color indices α_(xox) = α_(ox) - α_x and α_(oro) = α_(or) - α_o. The statistical results for selected sample show that RBLs are intermediate between XBLs and OVV quasars, which have been given by Sumbruna et al. (1996). (4) We present the overview of the VHE γ-ray observations by using the ground based Cerenkov imaging telescope and other detector. Because of their variability at all wavelengths, blazars can best be understood through multi-wavelength observations. The sensitivity of VHE telescopes to sub-hour scale variability, their ability to detect low source fluxes, and the measurement of spectra up to 10 TeV or more make the VHE observations an important addition to multi-wavelength campaigns. In particular, if the γ-ray emission arises from inverse Compton scattering of the same electron population which produces the low energy synchrotron emission, the combination of VHE γ-ray and synchrotron observations permit the estimation of the magnetic field strength and Doppler factor in the jet where the γ-ray emission is produced. It is a guide to our future optical observational campaign.
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