I would buy the hair and make the wig, if the color is available. Wig caps are easy to make:
Methods of Making Wig Caps
Cloth
Cloth wig caps for doll wigs are made from lightweight muslin or stretch knit. The fabric is generally dyed a flesh color.
The fabric is either cut using a dollmaking pattern or by draping. Even if the wig cap is made by a pattern, the wig cap must be adjusted to exactly fit the individual doll’s head.
To create your own pattern, place a round piece of fabric larger than what is needed on the head. Mark any darts needed to make the cloth sit flush to the scalp. Mark and leave an appropriate seam allowance for sewing. Registration marks should be made on the middle of the forehead and the center lower back so you will be able to exactly reposition the wig cap on the head once it is sewn. Sew the darts and sit the rough cap back on the head so the hairline can be drawn on the cap leaving a sewing allowance. After cutting the hairline, a small flat hem is sewn or you may glue/sew this hem. Replace the wig cap on the head right side out and check the fit.
It is now ready to apply hair to the cap.
These are my favorite instructions. I find stretchy cotton from a stretch t-shirt best. I got the instructions from here
http://dollmaking.lotzstudio.com/lmak_dollhair2.html