Temporal aggregation of multivariate GARCH processes

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Temporal aggregation of univariate and multivariate time series models: a survey (2008, unknown): “Expressions for w∗T , Σw∗ and Γw∗(1) and the proof of the result are derived by Hafner (2004).”
Improving forecasting by estimating time series structural components across multiple frequencies (2014, background): “Hafner (2008) derived results for the temporal aggregation of multivariate GARCH(1,1) processes, and concluded that the dynamics of the aggregated processes can be acquired in a very simple way.”
Multivariate GARCH Models: A Survey (2003, background): “Hafner (2004) shows that, like Drost and Nijman (1993) in the univariate case, the class of weak multivariate GARCH processes is closed under temporal aggregation.”