Abstract: In the present thesis,the basic properties and research results about the active galactic nuclei (AGNs) are reviewed.It is focused 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 work and results are as follows.(1)studying on the short timescale variability of γ-ray blazars.Our CCD monitoring campaign from 1998 has monitored 16 γ-ray blazars,including all the 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,and the amplitude variations in each optical band (B,V,R,I) could reach to 0.6mag/hour.The GeV γ-ray-loud source,PKS 1510-089,was very active during our observation period,and it showed an apparent variation of 2.0mag within 41 minutes in the R band.This is the most violently rapid variability in the optical monitoring program since 1982.For this rapid dimming variability phenomenon,there is not any suitable theoretical explanation so far,however, this is the reflection of emission region structure.As for the TeV γ-ray blazars,the short timescale variability in the 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,i.e. there would be some spurious variation influenced by variable seeing conditions.(3)The two composite color-color indices α_xox =α_ox-α_xandα_oro=α_or-α_o are introduced.The statistical results for the selected samples show that the RBLs are intermediate between the XBLs and the OVV quasars as suggested by Sumbruna et al.(1996).(4)The overview of the VHE γ-ray observations by using the ground based Cerenkov imaging telescope and other detectors is presented.Because of their variability at all wavelengths,blazars can be well understood through the multi-wavelength observations.The sensitivity of the VHE telescopes to the sub-hour scale variability,and their ability to detect low source fluxes,as well as the spectral measurement up to 10 TeV or more make the VHE observations an important addition to the 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 the Doppler factor in the jet where the γ-ray emission is produced.It is a guide to our future optical observational campaign.