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Yes, there is a branch of archaeology that studies the historical evidences for such events, i.e. Biblical Archaeology. However, if you want historical books to prove such events did happen, you can check the writings of the Greek author Hecataeus of Abdera (4th century BCE), where he tells the story of how the Egyptians blame a plague on foreigners and expel them from the country, whereupon Moses, their leader, takes them to Canaan, where he founds the city of Jerusalem.
I understand the Egyptian museum in Cairo contains all the mummies except one, Tuthmosis III which is believed by some to be Pharaoh of the Exodus. The absence of his mummy is easily explained. He died in the Red Sea! Reference: http://www.blueletterbible.org/commentaries/hocking_david/
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