We propose a model of an anyon exciton consisting of a hole and several anyons, and apply it to the spectroscopy of an incompressible quantum liquid. Fractionalization of the electron charge makes properties of such entities quite different from those of usual magnetoexcitons. The model describes a number of properties established by few-particle simulations, including an abrupt change in emission vs electron-hole asymmetry of the system. The attractive field of a hole may eliminate the hard core constraint for anyons. The effect of exciton-magnetoroton coupling is discussed. PACS numbers: 73.20.Dx, Phenomena in two-dimensional (2D) electron systems related to the fractional quantum Hall effect (FQHE) [1,2] and Wigner crystallization were originally discovered by means of magnetotransport. Later on the formation of an incompressible quantum liquid (IQL) [3], underlying the FQHE, and related phenomena have been investigated by optical experiments, which have become a powerful tool in the field [4]. These findings stimulated theoretical activity on the optical spectroscopy of the FQHE [5][6][7][8]. It has been shown that a hidden symmetry, which is inherent in 2D systems with charge symmetric electron-hole interaction (V ee = Vhh = -Veh), results in exact cancellation of the effect of the electron background on optical spectra. Optical spectra of symmetric systems are trivial, since they coincide with the spectra of free magnetoexcitons, and are insensitive to electron phase transitions. Therefore, the spectroscopy of chargeasymmetric systems acquires a special importance. Gap widths for IQLs determined from cusp strengths [5(a)] in extrinsic optical emission spectra were reported [4(a)] for such systems.It is one of the most remarkable properties of IQLs that their elementary excitations carry fractional charge [3], and are anyons [9,10], i.e., obey fractional statistics [11,12]. The theory [5(c),8] predicts that fractional charges should manifest themselves by dramatic changes in the position and the intensity of the emission band vs the asymmetry parameter. The ratio h/l, where h is a distance between electron and hole confinement planes, and / = (ch/eH) 1 / 2 is the magnetic length, may be chosen as such a parameter. Numerical simulations for few-electron systems are accessible only for small values of h/l < 1. For the opposite limit case of strongly asymmetric systems, h/l > 1, the approach based on the anyon concept seems to be most promising. An exciton, appearing against a background of an electron IQL, is a neutral entity consisting of a valence hole and several anyons, e.g., if the filling factor v = 1/3, the charge of anyons e* = -e/3, their statistical charge a = -1/3 (for comparison, a -0 for boso»ns, and a = 1 for fermions) [9], and the number of anyons N = 3. If h ^> /, the mean separation between anyons in an exciton is about h, which is larger than the anyon size, I. Therefore, anyons are well defined particles, anyon-anyon and anyon-hole interactions follow a Coulomb law in the leading approximati...