If you are using Windows you can also find these from Character Map:
There is also an option to create addin / custom function to do this. This wouldn't be perfect, but it could be helpful? Here is quick example of possible function (I would make it more robust if I were to create one):
Names Default To Here(1);
replace_str = Function({str}, {Default Local},
aa_unicode = Associative Array();
aa_unicode["\sigma"] = "\!U03C3";
aa_unicode["\mu"] = "\!U03BC";
aa_unicode["\subscript1"] = "\!U2081";
aa_unicode["\subscript2"] = "\!U00B2";
aa_unicode["\subscript3"] = "\!U00B3";
aa_unicode["\subscript4"] = "\!U2074";
return(Substitute(str, aa_unicode << get keys, aa_unicode << get values));
);
dt = New Table("Untitled 3",
Add Rows(0),
New Column("kg/m\subscript2"),
New Column("\sigma*\mu"),
New Column("\subscript1\subscript3")
);
wait(2);
For Each({col_name}, dt << Get Column Names(String),
Column(dt, col_name) << Set Name(replace_str(col_name));
);
-Jarmo