Fluctuations of two-time quantities and non-linear response functions

We study the fluctuations of the autocorrelation and autoresponse functions and, in particular, their variances and co-variance. In a first general part of the Article, we show the equivalence of the variance of the response function with the second-order susceptibility of a composite operator, and we derive an equilibrium fluctuation-dissipation theorem beyond-linear order relating it to the other variances. In a second part of the paper we apply the formalism to the study to non-disordered ferromagnets, in equilibrium or in the coarsening kinetics following a critical or sub-critical quench. We show numerically that the variances and the non-linear susceptibility obey scaling with respect to the coherence length $\xi$ in equilibrium, and with respect to the growing length $L(t)$ after a quench, similarly to what is known for the autocorrelation and the autoresponse functions.