  The dynamical structure factor $S(q,\omega)$ of the SU(K) (K=2,3,4)
Haldane-Shastry model is derived exactly at zero temperature for arbitrary size
of the system. The result is interpreted in terms of free quasi-particles which
are generalization of spinons in the SU(2) case; the excited states relevant to
$S(q,\omega)$ consist of K quasi-particles each of which is characterized by a
set of K-1 quantum numbers. Near the boundaries of the region where
$S(q,\omega)$ is nonzero, $S(q,\omega)$ shows the power-law singularity. It is
found that the divergent singularity occurs only in the lowest edges starting
from $(q,\omega) = (0,0)$ toward positive and negative q. The analytic result
is checked numerically for finite systems via exact diagonalization and
recursion methods.
