Recent angular-resolved photoemission experiments on LaNiO\(_3\) reported a renormalization of the Fermi velocity of \(e_g\) quasiparticles, a kink in their dispersion at \( -0.2\) eV and a large broadening and weakened dispersion of the occupied \(t_{2g}\) states. We show here that all these features result from electronic correlations and are quantitatively reproduced by calculations combining density-functional theory and dynamical mean-field theory. The importance and general relevance of correlation effects in filled bands coupled by inter-orbital interactions to a partially-filled band are pointed out.