Changing handles for curves in the 3D View uses the V hotkey. In the Graph Editor (and Dopesheet), H is the hotkey that's used. This is an inconsistency in the interface that should be remedied. Using H in the Graph Editor and Dopesheet is an understandable mnemonic, but since H is used for hiding elsewhere in arguabley more frequently used parts of interface, it would probably be best not to overload the meaning of the H key in this regard. Switching the Graph Editor and Dopesheet to use V for changing handle types would be a preferred solution.