Story highlights Some of the journalist's remains, as well as clothing, were found in Koege Bay

The owner of a privately built submarine is in custody in connection with her death

Copenhagen, Denmark (CNN) Divers have found the head and legs of Swedish journalist Kim Wall, Danish police said Saturday at a news conference.

The freelance journalist went missing after boarding a privately built submarine with its Danish inventor, Peter Madsen, on August 10. She was working on a story.

Madsen is accused of killing Wall. He denies the allegation and has called her death an accident.

The police conducted an autopsy on Wall's head and found no sign of cranium fracture or violence, said Jens Moeller Jensen, who is leading the murder investigation for Copenhagen police. Identification was based on dental records from Sweden, he said.

"We found a bag with Kim Wall's clothing; shirt, skirt, socks and shoes, and also a knife and lead pieces weighing them down," Moeller Jensen said. "Around noon we found a leg, then another leg, and shortly thereafter we found a head, also in a bag weighted down by several metal pieces."

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