diff --git a/pandas/core/frame.py b/pandas/core/frame.py
index e70312c562907..5c3fdf04c4342 100644
--- a/pandas/core/frame.py
+++ b/pandas/core/frame.py
@@ -10355,9 +10355,10 @@ def cov(
         See Also
         --------
         Series.cov : Compute covariance with another Series.
-        core.window.ExponentialMovingWindow.cov: Exponential weighted sample covariance.
-        core.window.Expanding.cov : Expanding sample covariance.
-        core.window.Rolling.cov : Rolling sample covariance.
+        core.window.ewm.ExponentialMovingWindow.cov : Exponential weighted sample
+            covariance.
+        core.window.expanding.Expanding.cov : Expanding sample covariance.
+        core.window.rolling.Rolling.cov : Rolling sample covariance.
 
         Notes
         -----
@@ -11167,7 +11168,7 @@ def quantile(
 
         See Also
         --------
-        core.window.Rolling.quantile: Rolling quantile.
+        core.window.rolling.Rolling.quantile: Rolling quantile.
         numpy.percentile: Numpy function to compute the percentile.
 
         Examples
diff --git a/pandas/core/generic.py b/pandas/core/generic.py
index 6e00f33f486d9..81af89a7e0bdb 100644
--- a/pandas/core/generic.py
+++ b/pandas/core/generic.py
@@ -12193,7 +12193,7 @@ def _doc_params(cls):
 
 See Also
 --------
-core.window.Expanding.{accum_func_name} : Similar functionality
+core.window.expanding.Expanding.{accum_func_name} : Similar functionality
     but ignores ``NaN`` values.
 {name2}.{accum_func_name} : Return the {desc} over
     {name2} axis.