Are you positive that Ubuntu is booting in EFI mode? Check for a directory called /sys/firmware/efi. If it's present, you're booting in EFI mode. If it's absent, you're probably booting in BIOS mode.

If you're booting in EFI mode, then you can reconfigure GRUB to boot Windows, too, and the Boot Repair tool recommended by LovinBuntu will do this, although in an inelegant way that may create complications in the future. Alternatively, you can edit the /etc/grub.d/40_custom file and add an entry like this to it:

menuentry "Windows 8" {

    insmod part_gpt

    insmod chain

    set root='(hd0,gpt1)'

    chainloader /EFI/Microsoft/Boot/bootmgfw.efi

}

You may need to change the set root= line to point to your EFI System Partition (ESP). Typing sudo update-grub will probably get it working. This option isn't guaranteed to work, though; GRUB is pretty finicky about booting Windows in EFI mode, and what works on one system might not work on another.

If you're not booting in EFI mode, then using Boot Repair will just make matters worse. If you're in this boat, then I recommend you check your firmware to be sure that Secure Boot is disabled (it's enabled by default on Windows 8 systems) and either re-install Ubuntu in EFI mode or install an EFI-mode boot loader. The latter can be tricky if you don't know what you're doing, though. See my Web page on the topic for details about what's available and how to do it.