Handover rate is one of the most import metrics to instruct mobility management and resource management in wireless cellular networks. In the literature, the mathematical expression of handover rate has been derived for homogeneous cellular network by both regular hexagon coverage model and stochastic geometry model, but there has not been any reliable result for heterogeneous cellular networks (HCNs). Recently, stochastic geometry modeling has been shown to model well the real deployment of HCNs and has been extensively used to analyze HCNs. In this paper, we give an effective handover analysis for HCNs by stochastic geometry modeling, derive the mathematical expression of handover rate by employing an infinitesimal method for a generalized multi-tier scenario, discuss the result by deriving some meaningful corollaries, and validate the analysis by computer simulation with multiple walking models. By our analysis, we find that in HCNs the handover rate is related to many factors like the base stations' densities and transmitting powers, user's velocity distribution, bias factor, pass loss factor and etc. Although our analysis focuses on the scenario of multi-tier HCNs, the analytical framework can be easily extended for more complex scenarios, and may shed some light for future study.