Her hair is made from raw sheep wool locks. All books act like this (just as mohair) was the easiest to get material in the world. It's used everywhere, for felting as well as for cloth dolls and even for fantasy FIMO projects.
It's impossible to buy it from ANY shop, not even on Amazon. I found one German seller on Ebay who sells these locks once a year in various colours after her friend sheared her one dozen Wensleydale sheep. Compared to felting wool this is very expensive and I almost never get a share of white wool to test the various dying methods myself - unless I want to order a large amount of raw wool at a wool manufacturer and then comb the wool myself and wash the sheep poop out. So far I always avoided that. :X