Active galactic nuclei (AGN) are one of the many mysteries in the Universe. AGN hosts a super massive black hole (SMBH) in its center surrounded by a rotating accretion disk, and a powerful jet is ejected along the pole directions of the accretion disk. The powerful jet is definitely the highlight of AGN. Those extragalactic jets appears to have superluminal motions up to 60 c, and they are very luminous and variable across the electromagnetic spectrum. The jets can be highly polarized, which indicates the existence of strong magnetic fields; they can have a highly bended morphology due to reasons we do not completely understand. Astronomers have been studying AGN jets for the past decades by performing observations from the radio to the gamma-ray band, applying physical jet models to the observed properties, and trying to put the pieces into the whole picture. We now understand many aspects of the AGN phenomena, but a significant part is still missing. The aim of this thesis is to study the extragalactic jets by using different approaches. We investigate: (i) a bright feature in the jet of the radio galaxy M 87 as observed using high-resolution VLBI technique; (ii) a multiband flare of the blazar PKS 2052-47 by conducting a multifrequency campaign; (iii) the broadband spectral energy distribution (SED) of a radio-selected, statistically-complete sample of the most conspicuous AGN in the Northern sky: the Monitoring Of Jets in Active galactic nuclei with VLBA Experiments (MOJAVE) sample. Very long baseline interferometry (VLBI) is a powerful technique that can resolve distant AGN to parsec-scales by combining global radio antennas to perform together as a giant telescope with a radius of the earth. With the VLBI technique, we are able to trace bright features being ejected from the center moving along the jet. In this thesis, we use the VLBI technique to detect a bright knot 80 pc from the center of the radio galaxy M 87. It was suggested that the HST-1 knot was the site where a TeV flare of M87 was generated from. By analyzing the VLBI data at 15 GHz from 2000 to 2009, we detected HST-1 during 2003 and 2007. We studied the apparent speed, the flux variability, and the spectral properties of HST-1. Although we found that the light curve of the compact HST-1 region at VLBA 15 GHz peaked in 2005, we saw that the HST-1 region was very extended and had a steep spectrum; the projected apparent speed of HST-1 was subluminal. Therefore, our results do not completely support the hypothesis. Studying multiband flares is one of the best ways to distinguish different mechanisms taken place in AGN. Current jet models suggest that time delays between multiband flares have different features while the emission mechanism differs. In this thesis, we studied the flat spectrum radio quasar PKS 2052-47, which experienced an optical flare followed by a gamma-ray flare in July 2009. We arranged a multiwavelength campaign from radio to gamma-ray after the blazar's flare. In the campaign, VLBI observations by the TANAMI program are included in order to trace any change of jet morphology, if any; the millimeter radio flux density was measured by the APEX telescope; the optical and the X-ray band observations were obtained by the Swift UV/Optical telescope (UVOT) and X-ray telescope (XRT); the gamma-ray observations were obtained by the Fermi Large Area Telescope (LAT). We do not see significant change in the X-ray photon indices and fluxes during the 5-day Swift monitoring of the source. The broadband SED reflects the emission properties of AGN, and it shows the energy output in different wavebands. By simulating physical jet models and reconstructing the broadband SED, one can probe the emission mechanism, the jet composition, the magnetic field, the bulk velocity in jet, and the structure of AGN. The MOJAVE program has been monitoring 135 radio-bright, statistically-complete sample of AGN using the Very Long Baseline Array (VLBA) at 15 GHz for a decade, and the MOJAVE sample is consisted of mostly blazars, which are AGN as seen jet-on. The typical broadband SED of a blazar has a double-hump profile. It is believed that the lower-energy hump is caused by the synchrotron emission from the AGN jet, and the higher-energy hump is produced by the inverse-Compton (IC) up-scattering of the seed photons from the jet or other external sources. We constructed a broadband SED catalog from the radio to the gamma-ray band of the MOJAVE sample, and we applied polynomial fits to the observed data at the low and the high energy humps of the SED as a first approach to understand the properties of the sources. In this thesis, we try to understand the AGN puzzles by using different approaches. We contributed in understanding the emission nature of AGN with novel techniques and instruments, and our efforts help to make a step forward to reveal the whole picture