What kind of animal is the unicorn in the Bible?

Many people think that the unicorn was a horse with a horn on its head.  This concept of a unicorn is not historical and originated in writings from Alexandria, Egypt around 300-500 AD.  Historically speaking, there is no way to specifically know which animal was considered the unicorn.  Julius Caesar wrote about seeing a unicorn in some of his campaigns in the Gallic Wars, describing it as a huge bovine creature with a single horn.  There is also the possibility that it was a now extinct, single horned rhinoceros.  This seems to fit with Job 39:9-12 in the description of how a unicorn is uncontrollable by man, which certainly fits a rhinoceros.  Unicorns were real, powerful creatures but they were not the myth of a horse with a horn.