The ways I have seen it done are on high heat wigs with PVC n glue. They used got2b glue n coated the tips of the wig then wrapped n pinned it around the PVC. They then used a blow dryer to hold n settle shape.
Anime and Kpop cosplaying is life~
RapMonster- BTS N.O
fem!Ravi- VIXX Hyde
Hyuk- VIXX Voodoo Doll