Horns are supported by a bony structure growing out from the skull. Surrounding the bony core is highly keratinized layer of the epidermis. Horns are generally permanent. Antlers, on the other hand, are not present throughout the year, and are shed during the non-breeding season. They have a protective covering of skin that is called velvet, which is lost as the antlers mature.
Rhinoceros horns are simply hairlike keratin fibers that are woven together without a bony core.
Any cell that provides pigment to the skin is called a chromatophore. Chromatophores, as you may remember, are derived from neural crest cells that break off from the ectoderm during neural tube formation. Chromatophores are usually found in the dermis of the skin. The most familiar chromatophore is probably the melanophore, which is responsible for producing dark melanin pigment. Melanin may be concentrated in the cell, or dispersed into the rest of the dermis.