Comparing the integrals of Lebesgue and Henstock-Kurzweil

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I'm studying the theory of integration due to Henstock-Kurzweil and read somewhere that a function is Lebesgue integrable if and only if is absolutely Henstock-Kurzweil integrable (both the function and its absolute value are integrable). I didn't find a convincing proof of this statement yet. I would appreciate if someone could clarify this for me.