interesting question. most of the horns i've seen use violin peg stoppers, or have a hand carved (whittled?) stopper made out of pine or some sort of soft wood. don't know if there's a technical reason for the softwood, or that it was handy and easy to carve.
saw a picture of a threaded horn tip where the stopper had the female threads and the horn had the male threads, but i don't know how this would hold up under years of use.
i use ebony violin pegs coated with beeswax, and i make sure to turn them or pull them out of the horn every so often so that the expansion and contraction of the horn doesn't jam them in the holes.
i don't see why it wouldn't work, though. by the time i get to doing the stopper, the end of the horn has usually been subsumed into my eldest daughters leatherworking business and turned into buttons.