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Backport PR #38909 on branch 1.2.x (BUG: Fixed regression in rolling.skew and rolling.kurt modifying object) #38945

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Backport PR #38909: BUG: Fixed regression in rolling.skew and rolling.kurt modifying object

@lumberbot-app lumberbot-app bot added this to the 1.2.1 milestone Jan 4, 2021
@jreback jreback added the Window rolling, ewma, expanding label Jan 4, 2021
@jreback jreback merged commit 23cdcf7 into pandas-dev:1.2.x Jan 4, 2021
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