Solution 1:

    window.onbeforeunload = function(event)
    {
        return confirm("Confirm refresh");
    };

Solution 2:

$(window).bind('beforeunload', function(){
    return '>>>>>Before You Go<<<<<<<< \n Your custom message go here';
});

Source: http://www.mkyong.com/jquery/how-to-stop-a-page-from-exit-or-unload-with-jquery/

Demo: http://www.mkyong.com/wp-content/uploads/jQuery/jQuery-stop-page-from-exit.html

Solution 3:

$(window).bind("beforeunload", function(){
        return confirm("Do you really want to refresh?"); 
});

Solution 4:

the jQuery related event is:

$( window ).on('unload', function( event ) {
    console.log('Handler for `unload` called.');
});

Works great for me.