A process for preparing a catalyst, including the reactive milling of a first reagent, which is a chromium oxide compound, with a second reagent, which is a compound of the formula MzM′1-zOxFy, M and M′ each being an element having an oxidation state greater than or equal to 0, z being from 0 to 1, x being from 0 to 3, y being from 0 to 6, and 2x+y being greater than 0 and less than or equal to 6.