Jack Frost has made appearances in many Atlus games. Jack Frost has two "brothers," Pyro Jack and Jack the Ripper. Other related demons in the Jack Frost family include Black Frost, King Frost, and Frost Ace. Jack Frost's catchphrase is "hee ho," as well as adding "hees" and "hos" into his dialogue.
Shin Megami Tensei: Nocturne profile:
"A elf-like creature who is the embodiment of all that is cool. It is said that he is the one who leaves those beautiful ice patterns on windows in the morning."