In previous versions it was possible to do such manipulation overwriting the OnBackKeyPress.

 protected override void OnBackKeyPress(System.ComponentModel.CancelEventArgs e)
    {            
        .
        .
        .
    }

However, two errors are presented:

  

.OnBackKeyPress (System.ComponentModel.CancelEventArgs) ‘is a new
     virtual member in sealed class

  
  

.OnBackKeyPress (System.ComponentModel.CancelEventArgs) ‘none
     Appropriate method found to replace

How to do the same in the new version of Windows Phone?

Are you creating a universal project?

Try:

public static event EventHandler<BackPressedEventArgs> BackPressed

try setting the BackPressedEventArgs.Handled property to true.

private void HardwareButtons_BackPressed(object sender, BackPressedEventArgs e)
    {
        Frame frame = Window.Current.Content as Frame;
        if (frame == null)
        {
            return;
        }

        if (frame.CanGoBack)
        {
            frame.GoBack();
            e.Handled = true;
        }
    }