function closeBtn(e:Event):void {
    var request:URLRequest = new URLRequest("javascript:window.close()");
    navigateToURL(request);

    trace("close");
}
----------------------------------------------------------------------------
function closeBtn(e:Event):void {
    import flash.external.ExternalInterface;
    ExternalInterface.call("window.close","");
}

----------------------------------------------------------------------------
exit_btn.addEventListener(MouseEvent.CLICK,clickButton);

function clickButton(myevent:MouseEvent):void{
   var myurl:String="javascript:self.close()";
    var mywindow:String="self";
   ExternalInterface.call("closewindow",myurl,mywindow);
}

<script language="javascript">
function closewindow (){
self.close();
}
</script>
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