Today the search for and study of exoplanets is one of the most interesting areas of modern astronomy. Over the last two decades, the number of detected exoplanets continues to increase. At present, over 3,300 exoplanets have been discovered. This thesis presents high precision studies based on the transit and microlensing methods which are used to detect hot and cool exoplanets, respectively. In this thesis, the effects of intrinsic stellar noise to the detectability of an exomoon orbiting a transiting exoplanet are investigated using transit timing variation and transit duration variation. The effects of intrinsic stellar variation of an M-dwarf reduce the detectability correlation coefficient by 0.0-0.2 with 0.1 median reduction. The transit timing variation and transmission spectroscopy observations and analyses of a hot-Neptune, GJ3470b, from telescopes at Thai National Observatory, and the 0.6-metre PROMPT-8 telescope in Chile are presented, in order to investigate the possibility of a third body in the system and to study its atmosphere. From the transit timing variation analyses, the presence of a hot Jupiter with a period of less than 10 days or a planet with an orbital period between 2.5 and 4.0 days in GJ3470 system are excluded. From transmission spectroscopy analyses, combined optical and near-infrared transmission spectroscopy favour a H/He dominated haze (mean molecular weight 1.08 \pm 0.20) with methane in the atmosphere of GJ3470b. With the microlensing technique, real-time online simulations of microlensing properties based on the Besancon Galactic model, called Manchester-Besancon Microlensing Simulator (MaBulS), are presented. We also apply it to the recent MOA-II survey results. This analysis provides the best comparison of Galactic structure between a simulated Galactic model and microlensing observations. The best-fitting model between Besancon and MOA-II data provides a brown dwarf mass function slope of -0.4. The Besancon model provides only 50 per cent of the measured optical depth and event rate per star at low Galactic latitude around the inner bulge. However, the revised MOA-II data are consistent the Besancon model without any missing inner bulge population.