This is a standard statistical fact about econometric covariance matrix estimators: White standard errors adjust for heteroskedasticity, whereas Newey-West standard errors adjust for both heteroskedasticity and autocorrelation (HAC).
The claim states textbook definitions of White and Newey-West standard errors. By econometric theory and everyday statistical observation, White standard errors address heteroskedasticity, while Newey-West standard errors address both heteroskedasticity and autocorrelation (HAC). Since this is a matter of definitional common knowledge, no citations are required.