Blazars are a subclass of active galactic nuclei (AGNs) that are known to be highly variable on diverse
timescales over entire electromagnetic spectrum. In this thesis we performed multi-wavelength studies of
TeV blazars to better understand their radiation mechanisms. We found that TeV blazars are highly variable with
large variability amplitudes at hard X-rays (3-79 keV) on intraday timescales and usually follow a harder-when-brighter
behaviour. The soft (3-10 keV) and hard (10-79) X-ray emissions from these blazars are positively correlated indicating
that they are originated from the same electron populations. Using the observed minimum variability timescales, we
constrained the value of magnetic field strength (B), electron Lorentz factor (γ), and the radius of emitting region (R)
for TeV blazars. The hard X-ray spectra of TeV blazars are generally curved and are fitted well by a log parabolic model.
At optical wavelengths, TeV blazars were found to be relatively less variable having smaller amplitudes on intraday timescales. We did not find the often seen bluer-when-brighter behaviour in any of our TeV blazars.